kiyosi

外观

<kiyosi/instruments/autocallable/fwd.hpp> ​

cpp
#include <kiyosi/instruments/autocallable/fwd.hpp>

PhoenixOption ​

cpp
using kiyosi::PhoenixOption = AutocallableNote<PhoenixTerms>

Knock-in note paying conditional coupons at each observation.

SnowballOption ​

cpp
using kiyosi::SnowballOption = AutocallableNote<SnowballTerms>

Knock-in note with downside participation and knock-out coupons.

BinarySnowballOption ​

cpp
using kiyosi::BinarySnowballOption = AutocallableNote<BinarySnowballTerms>

Note settling a flat maturity coupon regardless of terminal spot.

TernarySnowballOption ​

cpp
using kiyosi::TernarySnowballOption = AutocallableNote<TernarySnowballTerms>

Knock-in note whose maturity coupon steps down to a floor.

kiyosi::AutocallableProduct ​

cpp
template <typename Note>
concept kiyosi::AutocallableProduct

Complete products supported by the autocallable pricing engines.

kiyosi::AutocallableTerms ​

cpp
template <typename Terms>
concept kiyosi::AutocallableTerms