americanpayoffathit.hpp File Reference

Analytical formulae for american exercise with payoff at hit. More...

#include <ql/instruments/payoffs.hpp>

Go to the source code of this file.

Classes
class	AmericanPayoffAtHit
	Analytic formula for American exercise payoff at-hit options. More...

Namespaces
namespace	QuantLib

Detailed Description

Analytical formulae for american exercise with payoff at hit.

Definition in file americanpayoffathit.hpp.