ShoutCondition Class Reference

#include <ql/FiniteDifferences/shoutcondition.hpp>

Inheritance diagram for ShoutCondition:

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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.

Todo:
unify the intrinsicValues/Payoff thing


Public Member Functions

 ShoutCondition (Option::Type type, Real strike, Time resTime, Rate rate)
 ShoutCondition (const Array &intrinsicValues, Time resTime, Rate rate)
void applyTo (Array &a, Time t) const
void applyTo (boost::shared_ptr< DiscretizedAsset > asset) const


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