ShoutCondition Class Reference

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

Detailed Description

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.

Constructor & Destructor Documentation

ShoutCondition()

QL_DEPRECATED ShoutCondition	(	Option::Type	type,
		Real	strike,
		Time	resTime,
		Rate	rate
	)

Deprecated:

Use the other constructor. Deprecated in version 1.19.