FloatingTypePayoff Class Reference

Payoff based on a floating strike More...

#include <ql/instruments/payoffs.hpp>

Inheritance diagram for FloatingTypePayoff:

Collaboration diagram for FloatingTypePayoff:

Public Member Functions
	FloatingTypePayoff (Option::Type type)
Payoff interface
std::string	name () const override
Real	operator() (Real price, Real strike) const
Real	operator() (Real price) const override
void	accept (AcyclicVisitor &) override
Public Member Functions inherited from TypePayoff
Option::Type	optionType () const
std::string	description () const override
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 TypePayoff
	TypePayoff (Option::Type type)
Protected Attributes inherited from TypePayoff
Option::Type	type_

Detailed Description

Payoff based on a floating strike

Definition at line 75 of file payoffs.hpp.

Constructor & Destructor Documentation

FloatingTypePayoff()

FloatingTypePayoff

(

Option::Type

type

)

Definition at line 77 of file payoffs.hpp.

Member Function Documentation

name()

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 80 of file payoffs.hpp.

operator()() [1/2]

Real operator()	(	Real	price,
		Real	strike
	)		const

Definition at line 65 of file payoffs.cpp.

operator()() [2/2]

Real operator() ( Real  price ) const

overridevirtual

Implements Payoff.

Definition at line 61 of file payoffs.cpp.

accept()

void accept ( AcyclicVisitor &  v )

overridevirtual

Reimplemented from Payoff.

Definition at line 83 of file payoffs.cpp.

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