Binary supershare payoff. More...
#include <ql/instruments/payoffs.hpp>
Inheritance diagram for SuperSharePayoff:
Collaboration diagram for SuperSharePayoff:
Public Member Functions | |
| SuperSharePayoff (Real strike, Real secondStrike, Real cashPayoff) | |
| Public Member Functions inherited from StrikedTypePayoff | |
| Real | strike () const |
| Public Member Functions inherited from TypePayoff | |
| Option::Type | optionType () const |
| Public Member Functions inherited from Payoff | |
| virtual | ~Payoff ()=default |
Payoff interface | |
| Real | secondStrike_ |
| Real | cashPayoff_ |
| std::string | name () const override |
| std::string | description () const override |
| Real | operator() (Real price) const override |
| void | accept (AcyclicVisitor &) override |
| Real | secondStrike () const |
| Real | cashPayoff () const |
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
Binary supershare payoff.
Definition at line 232 of file payoffs.hpp.
Constructor & Destructor Documentation
◆ SuperSharePayoff()
| SuperSharePayoff | ( | Real | strike, |
| Real | secondStrike, | ||
| Real | cashPayoff | ||
| ) |
Member Function Documentation
◆ name()
|
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 246 of file payoffs.hpp.
◆ description()
|
overridevirtual |
Reimplemented from StrikedTypePayoff.
Definition at line 208 of file payoffs.cpp.
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◆ operator()()
Implements Payoff.
Definition at line 214 of file payoffs.cpp.
◆ accept()
|
overridevirtual |
Reimplemented from Payoff.
Definition at line 218 of file payoffs.cpp.
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◆ secondStrike()
| Real secondStrike | ( | ) | const |
◆ cashPayoff()
| Real cashPayoff | ( | ) | const |
Member Data Documentation
◆ secondStrike_
|
protected |
Definition at line 254 of file payoffs.hpp.
◆ cashPayoff_
|
protected |
Definition at line 255 of file payoffs.hpp.