SupersharePayoff Class Reference

#include <payoff.hpp>

Inheritance diagram for SupersharePayoff:

Inheritance graph
[legend]
List of all members.

Detailed Description

Binary supershare option payoff.


Public Member Functions

 SupersharePayoff (Option::Type type, double strike, double strikeIncrement)
double operator() (double price) const


The documentation for this class was generated from the following file:

QuantLib.org
QuantLib
Hosted by
SourceForge.net Logo
Documentation generated by
doxygen