QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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GapPayoff Member List

This is the complete list of members for GapPayoff, including all inherited members.

accept(AcyclicVisitor &) overrideGapPayoffvirtual
description() const overrideGapPayoffvirtual
GapPayoff(Option::Type type, Real strike, Real secondStrike)GapPayoff
name() const overrideGapPayoffvirtual
operator()(Real price) const overrideGapPayoffvirtual
optionType() constTypePayoff
secondStrike() constGapPayoff
secondStrike_GapPayoffprotected
strike() constStrikedTypePayoff
strike_StrikedTypePayoffprotected
StrikedTypePayoff(Option::Type type, Real strike)StrikedTypePayoffprotected
type_TypePayoffprotected
TypePayoff(Option::Type type)TypePayoffexplicitprotected
~Payoff()=defaultPayoffvirtual