QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Payoffs for various options. More...
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 |
Payoffs for various options.
Definition in file payoffs.hpp.