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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.

Hierarchy

Index

Properties

Protected _curveItem

_curveItem: CurveWrapper

Private _disc

Private _rate

_rate: Rate

Private _resTime

_resTime: Time

Methods

applyTo

applyToValue

getValue

init1

init2

init3

scInit1

scInit2

  • Parameters

    Returns ShoutCondition