QuantLib: AmericanPayoffAtExpiry Class Reference

A free/open-source library for quantitative finance Reference manual - version 1.20

Public Member Functions | List of all members
AmericanPayoffAtExpiry Class Reference

Analytic formula for American exercise payoff at-expiry options. More...

`#include <ql/pricingengines/americanpayoffatexpiry.hpp>`

## Public Member Functions
| AmericanPayoffAtExpiry (Real spot, DiscountFactor discount, DiscountFactor dividendDiscount, Real variance, const ext::shared_ptr< StrikedTypePayoff > &payoff, bool knock_in=true)
Real | value () const

## Detailed Description

Analytic formula for American exercise payoff at-expiry options.