QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
Loading...
Searching...
No Matches
List of all members
StrikedTypePayoff Class Reference

Intermediate class for payoffs based on a fixed strike. More...

#include <ql/instruments/payoffs.hpp>

+ Inheritance diagram for StrikedTypePayoff:
+ Collaboration diagram for StrikedTypePayoff:

Payoff interface

Real strike_
 
std::string description () const override
 
Real strike () const
 
 StrikedTypePayoff (Option::Type type, Real strike)
 

Additional Inherited Members

- Public Member Functions inherited from TypePayoff
Option::Type optionType () const
 
- Public Member Functions inherited from Payoff
virtual ~Payoff ()=default
 
virtual std::string name () const =0
 
virtual Real operator() (Real price) const =0
 
virtual void accept (AcyclicVisitor &)
 
- Public Attributes inherited from Payoff
QL_DEPRECATED typedef Real argument_type
 
QL_DEPRECATED typedef Real result_type
 
- Protected Member Functions inherited from TypePayoff
 TypePayoff (Option::Type type)
 
- Protected Attributes inherited from TypePayoff
Option::Type type_
 

Detailed Description

Intermediate class for payoffs based on a fixed strike.

Definition at line 88 of file payoffs.hpp.

Constructor & Destructor Documentation

◆ StrikedTypePayoff()

StrikedTypePayoff ( Option::Type  type,
Real  strike 
)
protected

Definition at line 98 of file payoffs.hpp.

Member Function Documentation

◆ description()

std::string description ( ) const
overridevirtual

Reimplemented from TypePayoff.

Reimplemented in CashOrNothingPayoff, GapPayoff, and SuperSharePayoff.

Definition at line 76 of file payoffs.cpp.

+ Here is the call graph for this function:
+ Here is the caller graph for this function:

◆ strike()

Real strike ( ) const

Definition at line 96 of file payoffs.hpp.

+ Here is the caller graph for this function:

Member Data Documentation

◆ strike_

Real strike_
protected

Definition at line 101 of file payoffs.hpp.