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<li class="navelem"><a class="el" href="class_quant_lib_1_1_american_payoff_at_hit.html">AmericanPayoffAtHit</a> </li>
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<!-- doxytag: class="QuantLib::AmericanPayoffAtHit" -->
<p>Analytic formula for American exercise payoff at-hit options.
<a href="class_quant_lib_1_1_american_payoff_at_hit.html#details">More...</a></p>
<p><code>#include <ql/pricingengines/americanpayoffathit.hpp></code></p>
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Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5620e13a1cbf69c0d2a85c75d6781065"></a><!-- doxytag: member="QuantLib::AmericanPayoffAtHit::AmericanPayoffAtHit" ref="a5620e13a1cbf69c0d2a85c75d6781065" args="(Real spot, DiscountFactor discount, DiscountFactor dividendDiscount, Real variance, const boost::shared_ptr< StrikedTypePayoff > &payoff)" -->
 </td><td class="memItemRight" valign="bottom"><b>AmericanPayoffAtHit</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> spot, <a class="el" href="group__types.html#ga642a971a0bcbbd2fb26c35e1a06e5761">DiscountFactor</a> discount, <a class="el" href="group__types.html#ga642a971a0bcbbd2fb26c35e1a06e5761">DiscountFactor</a> dividendDiscount, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> variance, const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_striked_type_payoff.html">StrikedTypePayoff</a> > &payoff)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab7f31cfaca49d25079e464ca462d691c"></a><!-- doxytag: member="QuantLib::AmericanPayoffAtHit::value" ref="ab7f31cfaca49d25079e464ca462d691c" args="() const " -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>value</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a2397bf69d6801e3328c9273143c87ce6"></a><!-- doxytag: member="QuantLib::AmericanPayoffAtHit::delta" ref="a2397bf69d6801e3328c9273143c87ce6" args="() const " -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>delta</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a2c03665ff1c1e1f9fbbf077d4fb5da13"></a><!-- doxytag: member="QuantLib::AmericanPayoffAtHit::gamma" ref="a2c03665ff1c1e1f9fbbf077d4fb5da13" args="() const " -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>gamma</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="affcfd1c0fd1c6bef1bb21fd2a336bff5"></a><!-- doxytag: member="QuantLib::AmericanPayoffAtHit::rho" ref="affcfd1c0fd1c6bef1bb21fd2a336bff5" args="(Time maturity) const " -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>rho</b> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> maturity) const </td></tr>
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<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>Analytic formula for American exercise payoff at-hit options. </p>
<dl class="todo"><dt><b><a class="el" href="todo.html#_todo000050">Possible enhancements:</a></b></dt><dd>calculate greeks </dd></dl>
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