QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.8
AmericanPayoffAtExpiry Member List

This is the complete list of members for AmericanPayoffAtExpiry, including all inherited members.

AmericanPayoffAtExpiry(Real spot, DiscountFactor discount, DiscountFactor dividendDiscount, Real variance, const boost::shared_ptr< StrikedTypePayoff > &payoff, bool knock_in=true) (defined in AmericanPayoffAtExpiry)AmericanPayoffAtExpiry
value() const (defined in AmericanPayoffAtExpiry)AmericanPayoffAtExpiry