![]() QuantLib 0.3.7Getting startedReference manual |
ShoutCondition Class Reference#include <ql/FiniteDifferences/shoutcondition.hpp>
Inheritance diagram for ShoutCondition: ![]() Detailed DescriptionShout 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.
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