payoffs.hpp File Reference

Payoffs for various options. More...

#include <ql/option.hpp>
#include <ql/payoff.hpp>

Go to the source code of this file.

Classes
class	NullPayoff
	Dummy payoff class. More...
class	TypePayoff
	Intermediate class for put/call payoffs. More...
class	FloatingTypePayoff
	Payoff based on a floating strike More...
class	StrikedTypePayoff
	Intermediate class for payoffs based on a fixed strike. More...
class	PlainVanillaPayoff
	Plain-vanilla payoff. More...
class	PercentageStrikePayoff
	Payoff with strike expressed as percentage More...
class	AssetOrNothingPayoff
	Binary asset-or-nothing payoff. More...
class	CashOrNothingPayoff
	Binary cash-or-nothing payoff. More...
class	GapPayoff
	Binary gap payoff. More...
class	SuperFundPayoff
	Binary supershare and superfund payoffs. More...
class	SuperSharePayoff
	Binary supershare payoff. More...

Namespaces
namespace	QuantLib

Detailed Description

Payoffs for various options.

Definition in file payoffs.hpp.