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Sourcecode: quantlib version File versions  Download package

QuantLib::TypePayoff Class Reference

#include <payoffs.hpp>

Inheritance diagram for QuantLib::TypePayoff:

QuantLib::Payoff QuantLib::FloatingTypePayoff QuantLib::StrikedTypePayoff QuantLib::AssetOrNothingPayoff QuantLib::CashOrNothingPayoff QuantLib::GapPayoff QuantLib::PercentageStrikePayoff QuantLib::PlainVanillaPayoff QuantLib::SuperFundPayoff QuantLib::SuperSharePayoff

List of all members.


Detailed Description

Intermediate class for put/call payoffs.

Definition at line 49 of file payoffs.hpp.


Public Member Functions

Option::Type optionType () const
 TypePayoff (Option::Type type)
Visitability
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

Option::Type type_

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

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