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  • Committer: Bazaar Package Importer
  • Author(s): Dirk Eddelbuettel
  • Date: 2007-12-25 12:30:57 UTC
  • mfrom: (1.2.8 upstream) (3.1.2 lenny)
  • Revision ID: james.westby@ubuntu.com-20071225123057-s8kt5k39yusaaw69
Tags: 0.9.0-1
* New upstream release
* As before, re-packaged upstream file QuantLib-docs-0.9.0.html.tar.gz 
  as described in the copyright file included with the Debian package.

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</div>
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<div id="menu">
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<h3 class="navbartitle">Version 0.8.1</h3>
 
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<h3 class="navbartitle">Version 0.9.0</h3>
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<li class="navlink"><a href="files.html">File List</a></li>
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<li class="navlink"><a href="functions.html">Compound Members</a></li>
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<li class="navlink"><a href="globals.html">File Members</a></li>
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<li class="navlink"><a href="todo.html">Todo List</a></li>
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<li class="navlink"><a href="bug.html">Known Bugs</a></li>
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<li class="navlink"><a href="caveats.html">Caveats</a></li>
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<li class="navlink"><a href="test.html">Test Suite</a></li>
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<li class="navlink"><a href="deprecated.html">Deprecated Features</a></li>
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<li class="navlink"><a href="examples.html">Examples</a></li>
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<!--Doxygen-generated content-->
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<!-- Generated by Doxygen 1.5.2 -->
 
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<div class="nav">
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<b>QuantLib</b>::<a class="el" href="class_quant_lib_1_1_american_payoff_at_expiry.html">AmericanPayoffAtExpiry</a></div>
 
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<a class="el" href="namespace_quant_lib.html">QuantLib</a>::<a class="el" href="class_quant_lib_1_1_american_payoff_at_expiry.html">AmericanPayoffAtExpiry</a></div>
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<h1>AmericanPayoffAtExpiry Class Reference</h1><!-- doxytag: class="QuantLib::AmericanPayoffAtExpiry" --><code>#include &lt;ql/pricingengines/americanpayoffatexpiry.hpp&gt;</code>
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<a href="class_quant_lib_1_1_american_payoff_at_expiry-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
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Analytic formula for American exercise payoff at-expiry options. 
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<dl compact><dt><b><a class="el" href="todo.html#_todo000044">Todo:</a></b></dt><dd>calculate greeks </dd></dl>
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<dl compact><dt><b><a class="el" href="todo.html#_todo000036">Possible enhancements:</a></b></dt><dd>calculate greeks </dd></dl>
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<tr><td></td></tr>
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<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
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<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="aaa5720a044a2da44d000c6f3d5178b9"></a><!-- doxytag: member="QuantLib::AmericanPayoffAtExpiry::AmericanPayoffAtExpiry" ref="aaa5720a044a2da44d000c6f3d5178b9" args="(Real spot, DiscountFactor discount, DiscountFactor dividendDiscount, Real variance, const boost::shared_ptr&lt; StrikedTypePayoff &gt; &amp;payoff)" -->
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&nbsp;</td><td class="memItemRight" valign="bottom"><b>AmericanPayoffAtExpiry</b> (Real spot, DiscountFactor discount, DiscountFactor dividendDiscount, Real variance, const boost::shared_ptr&lt; <a class="el" href="class_quant_lib_1_1_striked_type_payoff.html">StrikedTypePayoff</a> &gt; &amp;payoff)</td></tr>
 
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&nbsp;</td><td class="memItemRight" valign="bottom"><b>AmericanPayoffAtExpiry</b> (<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> spot, <a class="el" href="group__types.html#g642a971a0bcbbd2fb26c35e1a06e5761">DiscountFactor</a> discount, <a class="el" href="group__types.html#g642a971a0bcbbd2fb26c35e1a06e5761">DiscountFactor</a> dividendDiscount, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> variance, const boost::shared_ptr&lt; <a class="el" href="class_quant_lib_1_1_striked_type_payoff.html">StrikedTypePayoff</a> &gt; &amp;payoff)</td></tr>
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<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="72887400b9a4d1ba185b887b84876cdc"></a><!-- doxytag: member="QuantLib::AmericanPayoffAtExpiry::value" ref="72887400b9a4d1ba185b887b84876cdc" args="() const" -->
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Real&nbsp;</td><td class="memItemRight" valign="bottom"><b>value</b> () const</td></tr>
 
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<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b7f31cfaca49d25079e464ca462d691c"></a><!-- doxytag: member="QuantLib::AmericanPayoffAtExpiry::value" ref="b7f31cfaca49d25079e464ca462d691c" args="() const " -->
 
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<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>&nbsp;</td><td class="memItemRight" valign="bottom"><b>value</b> () const </td></tr>
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Documentation generated by
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<a href="http://www.doxygen.org">Doxygen</a> 1.5.2
 
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<a href="http://www.doxygen.org">Doxygen</a> 1.5.4
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