americanpayoffathit.hpp File Reference

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

Include dependency graph for americanpayoffathit.hpp:

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.