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Sourcecode: quantlib version File versions  Download package

QuantLib::SuperSharePayoff Class Reference

#include <payoffs.hpp>

Inheritance diagram for QuantLib::SuperSharePayoff:

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

List of all members.

Detailed Description

Binary supershare payoff.

Definition at line 231 of file payoffs.hpp.

Public Member Functions

Real cashPayoff () const
Option::Type optionType () const
Real secondStrike () const
Real strike () const
 SuperSharePayoff (Real strike, Real secondStrike, Real cashPayoff)
Payoff interface
virtual void accept (AcyclicVisitor &)
std::string description () const
std::string name () const
Real operator() (Real price) const

Protected Attributes

Real cashPayoff_
Real secondStrike_
Real strike_
Option::Type type_

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

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