QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Classes | Namespaces
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.