QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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Intermediate class for payoffs based on a fixed strike. More...
#include <ql/instruments/payoffs.hpp>
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_ |
Intermediate class for payoffs based on a fixed strike.
Definition at line 88 of file payoffs.hpp.
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protected |
Definition at line 98 of file payoffs.hpp.
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overridevirtual |
Reimplemented from TypePayoff.
Reimplemented in CashOrNothingPayoff, GapPayoff, and SuperSharePayoff.
Definition at line 76 of file payoffs.cpp.
Real strike | ( | ) | const |
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protected |
Definition at line 101 of file payoffs.hpp.