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<li class="navelem"><a class="el" href="namespace_quant_lib.html">QuantLib</a></li><li class="navelem"><a class="el" href="class_quant_lib_1_1_shout_condition.html">ShoutCondition</a></li> </ul>
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<a href="#pub-methods">Public Member Functions</a> |
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<div class="title">ShoutCondition Class Reference</div> </div>
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<p>Shout option condition.
<a href="class_quant_lib_1_1_shout_condition.html#details">More...</a></p>
<p><code>#include <ql/methods/finitedifferences/shoutcondition.hpp></code></p>
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<img id="dynsection-0-trigger" src="closed.png" alt="+"/> Inheritance diagram for ShoutCondition:</div>
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<area shape="rect" title="Shout option condition." alt="" coords="28,80,139,107"/>
<area shape="rect" href="class_quant_lib_1_1_step_condition.html" title="condition to be applied at every time step" alt="" coords="5,5,161,32"/>
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<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
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 </td><td class="memItemRight" valign="bottom"><b>ShoutCondition</b> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &intrinsicValues, <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> resTime, <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> rate)</td></tr>
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<tr class="memitem:aed0439393f409277070bf24a2e0ab08b"><td class="memItemLeft" align="right" valign="top">QL_DEPRECATED </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_shout_condition.html#aed0439393f409277070bf24a2e0ab08b">ShoutCondition</a> (Option::Type type, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> strike, <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> resTime, <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> rate)</td></tr>
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void </td><td class="memItemRight" valign="bottom"><b>applyTo</b> (<a class="el" href="class_quant_lib_1_1_array.html">Array</a> &a, <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> t) const</td></tr>
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<tr class="inherit_header pub_methods_class_quant_lib_1_1_step_condition"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_step_condition')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_step_condition.html">StepCondition< array_type ></a></td></tr>
<tr class="memitem:afdc3da6d1c176db553a6e53b46684206 inherit pub_methods_class_quant_lib_1_1_step_condition"><td class="memItemLeft" align="right" valign="top"><a id="afdc3da6d1c176db553a6e53b46684206"></a>
virtual void </td><td class="memItemRight" valign="bottom"><b>applyTo</b> (array_type &a, <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> t) const =0</td></tr>
<tr class="separator:afdc3da6d1c176db553a6e53b46684206 inherit pub_methods_class_quant_lib_1_1_step_condition"><td class="memSeparator" colspan="2"> </td></tr>
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<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><p>Shout option condition. </p>
<p>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. </p>
</div><h2 class="groupheader">Constructor & Destructor Documentation</h2>
<a id="aed0439393f409277070bf24a2e0ab08b"></a>
<h2 class="memtitle"><span class="permalink"><a href="#aed0439393f409277070bf24a2e0ab08b">◆ </a></span>ShoutCondition()</h2>
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<td class="memname">QL_DEPRECATED <a class="el" href="class_quant_lib_1_1_shout_condition.html">ShoutCondition</a> </td>
<td>(</td>
<td class="paramtype">Option::Type </td>
<td class="paramname"><em>type</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>strike</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> </td>
<td class="paramname"><em>resTime</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> </td>
<td class="paramname"><em>rate</em> </td>
</tr>
<tr>
<td></td>
<td>)</td>
<td></td><td></td>
</tr>
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<dl class="deprecated"><dt><b><a class="el" href="deprecated.html#_deprecated000011">Deprecated:</a></b></dt><dd>Use the other constructor. Deprecated in version 1.19. </dd></dl>
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