ql/Instruments/payoffs.hpp File Reference
Detailed Description
Payoffs for various options.
#include <ql/option.hpp>
Include dependency graph for payoffs.hpp:

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