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Sourcecode: quantlib version File versions  Download package

QuantLib::StrikedTypePayoff Class Reference

#include <payoffs.hpp>

Inheritance diagram for QuantLib::StrikedTypePayoff:

QuantLib::TypePayoff QuantLib::Payoff QuantLib::AssetOrNothingPayoff QuantLib::CashOrNothingPayoff QuantLib::GapPayoff QuantLib::PercentageStrikePayoff QuantLib::PlainVanillaPayoff QuantLib::SuperFundPayoff QuantLib::SuperSharePayoff

List of all members.

Detailed Description

Intermediate class for payoffs based on a fixed strike.

Definition at line 87 of file payoffs.hpp.

Public Member Functions

Option::Type optionType () const
Real strike () const
 StrikedTypePayoff (Option::Type type, Real strike)
virtual void accept (AcyclicVisitor &)
Payoff interface
std::string description () const
Payoff interface
virtual std::string name () const =0
virtual Real operator() (Real price) const =0

Protected Attributes

Real strike_
Option::Type type_

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

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