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QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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This is the complete list of members for AmericanPayoffAtExpiry, including all inherited members.
| AmericanPayoffAtExpiry(Real spot, DiscountFactor discount, DiscountFactor dividendDiscount, Real variance, const ext::shared_ptr< StrikedTypePayoff > &payoff, bool knock_in=true) (defined in AmericanPayoffAtExpiry) | AmericanPayoffAtExpiry | |
| value() const (defined in AmericanPayoffAtExpiry) | AmericanPayoffAtExpiry |