Logo Search packages:      
Sourcecode: quantlib version File versions  Download package

QuantLib::PercentageStrikePayoff Class Reference

#include <payoffs.hpp>

Inheritance diagram for QuantLib::PercentageStrikePayoff:

QuantLib::StrikedTypePayoff QuantLib::TypePayoff QuantLib::Payoff

List of all members.


Detailed Description

Payoff with strike expressed as percentage

Definition at line 118 of file payoffs.hpp.


Public Member Functions

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

Protected Attributes

Real strike_
Option::Type type_

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

Generated by  Doxygen 1.6.0   Back to index