Payoff with strike expressed as percentage More...

Inheritance diagram for PercentageStrikePayoff:

Collaboration diagram for PercentageStrikePayoff:

Public Member Functions
	PercentageStrikePayoff (Option::Type type, Real moneyness)

Payoff interface
std::string	name () const override

Real	operator() (Real price) const override

void	accept (AcyclicVisitor &) override

Public Member Functions inherited from StrikedTypePayoff
std::string	description () const override

Real	strike () const

Public Member Functions inherited from TypePayoff
Option::Type	optionType () const

Public Member Functions inherited from Payoff
virtual	~Payoff ()=default

Additional Inherited Members
Public Attributes inherited from Payoff
QL_DEPRECATED typedef Real	argument_type

QL_DEPRECATED typedef Real	result_type

Protected Member Functions inherited from StrikedTypePayoff
	StrikedTypePayoff (Option::Type type, Real strike)

Protected Member Functions inherited from TypePayoff
	TypePayoff (Option::Type type)

Protected Attributes inherited from StrikedTypePayoff
Real	strike_

Protected Attributes inherited from TypePayoff
Option::Type	type_

Detailed Description

Payoff with strike expressed as percentage

Definition at line 119 of file payoffs.hpp.

Constructor & Destructor Documentation

Definition at line 121 of file payoffs.hpp.

std::string name ( ) const

overridevirtual

Warning:: This method is used for output and comparison between payoffs. It is not meant to be used for writing switch-on-type code.

Implements Payoff.

Definition at line 126 of file payoffs.hpp.

Real operator() ( Real price ) const

overridevirtual

Implements Payoff.

Definition at line 110 of file payoffs.cpp.

void accept ( AcyclicVisitor & v )

overridevirtual

Reimplemented from Payoff.

Definition at line 121 of file payoffs.cpp.

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