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Sourcecode: quantlib version File versions  Download package

QuantLib::FloatingTypePayoff Class Reference

#include <payoffs.hpp>

Inheritance diagram for QuantLib::FloatingTypePayoff:

QuantLib::TypePayoff QuantLib::Payoff

List of all members.


Detailed Description

Payoff based on a floating strike

Definition at line 75 of file payoffs.hpp.


Public Member Functions

 FloatingTypePayoff (Option::Type type)
Option::Type optionType () const
Payoff interface
virtual void accept (AcyclicVisitor &)
std::string name () const
Real operator() (Real price) const
Payoff interface
std::string description () const

Protected Attributes

Option::Type type_

The documentation for this class was generated from the following files:

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