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Sourcecode: quantlib version File versions  Download package

QuantLib::PlainVanillaPayoff Class Reference

#include <payoffs.hpp>

Inheritance diagram for QuantLib::PlainVanillaPayoff:

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

List of all members.

Detailed Description

Plain-vanilla payoff.

Definition at line 104 of file payoffs.hpp.

Public Member Functions

Option::Type optionType () const
 PlainVanillaPayoff (Option::Type type, Real strike)
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:

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