Shout option condition. More...
#include <ql/methods/finitedifferences/shoutcondition.hpp>
Inheritance diagram for ShoutCondition:Public Member Functions | |
| ShoutCondition (const Array &intrinsicValues, Time resTime, Rate rate) | |
| QL_DEPRECATED | ShoutCondition (Option::Type type, Real strike, Time resTime, Rate rate) |
| void | applyTo (Array &a, Time t) const |
Public Member Functions inherited from StepCondition< array_type > | |
| virtual void | applyTo (array_type &a, Time t) const =0 |
Shout option condition.
A shout option is an option where the holder has the right to lock in a minimum value for the payoff at one (shout) time during the option's life. The minimum value is the option's intrinsic value at the shout time.
| QL_DEPRECATED ShoutCondition | ( | Option::Type | type, |
| Real | strike, | ||
| Time | resTime, | ||
| Rate | rate | ||
| ) |