ShoutCondition Class Reference

Shout option condition. More...

#include <ql/methods/finitedifferences/shoutcondition.hpp>

Inherits CurveDependentStepCondition< array_type >.

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
Public Member Functions inherited from CurveDependentStepCondition< array_type >
void	applyTo (Array &a, Time) const
Public Member Functions inherited from StepCondition< array_type >
virtual void	applyTo (array_type &a, Time t) const =0

Additional Inherited Members
Protected Member Functions inherited from CurveDependentStepCondition< array_type >
	CurveDependentStepCondition (Option::Type type, Real strike)
	CurveDependentStepCondition (const Payoff *p)
	CurveDependentStepCondition (const array_type &a)
Real	getValue (const array_type &a, Size index) const
virtual Real	applyToValue (Real, Real) const
Protected Attributes inherited from CurveDependentStepCondition< array_type >
boost::shared_ptr< CurveWrapper >	curveItem_

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.