Uses of Class
org.quantlib.StrikedTypePayoff

Uses of StrikedTypePayoff in org.quantlib

Subclasses of StrikedTypePayoff in org.quantlib

Modifier and Type	Class	Description
class	AssetOrNothingPayoff
class	CashOrNothingPayoff
class	GapPayoff
class	PercentageStrikePayoff
class	PlainVanillaPayoff
class	SuperSharePayoff
class	VanillaForwardPayoff

Methods in org.quantlib with parameters of type StrikedTypePayoff

Modifier and Type	Method	Description
protected static long	StrikedTypePayoff.getCPtr(StrikedTypePayoff obj)

Constructors in org.quantlib with parameters of type StrikedTypePayoff

Constructor	Description
BarrierOption(Barrier.Type barrierType, double barrier, double rebate, StrikedTypePayoff payoff, Exercise exercise)
BlackCalculator(StrikedTypePayoff payoff, double forward, double stdDev)
BlackCalculator(StrikedTypePayoff payoff, double forward, double stdDev, double discount)
CompoundOption(StrikedTypePayoff motherPayoff, Exercise motherExercise, StrikedTypePayoff daughterPayoff, Exercise daughterExercise)
ContinuousAveragingAsianOption(Average.Type averageType, StrikedTypePayoff payoff, Exercise exercise)
ContinuousFixedLookbackOption(double currentMinmax, StrikedTypePayoff payoff, Exercise exercise)
ContinuousPartialFixedLookbackOption(Date lookbackPeriodStart, StrikedTypePayoff payoff, Exercise exercise)
DiscreteAveragingAsianOption(Average.Type averageType, double runningAccumulator, long pastFixings, DateVector fixingDates, StrikedTypePayoff payoff, Exercise exercise)
DiscreteAveragingAsianOption(Average.Type averageType, DateVector fixingDates, StrikedTypePayoff payoff, Exercise exercise)
DiscreteAveragingAsianOption(Average.Type averageType, DateVector fixingDates, StrikedTypePayoff payoff, Exercise exercise, DoubleVector allPastFixings)
DividendBarrierOption(Barrier.Type barrierType, double barrier, double rebate, StrikedTypePayoff payoff, Exercise exercise, DateVector dividendDates, DoubleVector dividends)
DividendVanillaOption(StrikedTypePayoff payoff, Exercise exercise, DateVector dividendDates, DoubleVector dividends)
DoubleBarrierOption(DoubleBarrier.Type barrierType, double barrier_lo, double barrier_hi, double rebate, StrikedTypePayoff payoff, Exercise exercise)
EuropeanOption(StrikedTypePayoff payoff, Exercise exercise)
ForwardVanillaOption(double moneyness, Date resetDate, StrikedTypePayoff payoff, Exercise exercise)
PartialTimeBarrierOption(Barrier.Type barrierType, PartialBarrier.Range barrierRange, double barrier, double rebate, Date coverEventDate, StrikedTypePayoff payoff, Exercise exercise)
QuantoBarrierOption(Barrier.Type barrierType, double barrier, double rebate, StrikedTypePayoff payoff, Exercise exercise)
QuantoDoubleBarrierOption(DoubleBarrier.Type barrierType, double barrier_lo, double barrier_hi, double rebate, StrikedTypePayoff payoff, Exercise exercise)
QuantoForwardVanillaOption(double moneyness, Date resetDate, StrikedTypePayoff payoff, Exercise exercise)
QuantoVanillaOption(StrikedTypePayoff payoff, Exercise exercise)
VanillaOption(StrikedTypePayoff payoff, Exercise exercise)