QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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This is the complete list of members for GapPayoff, including all inherited members.
accept(AcyclicVisitor &) override | GapPayoff | virtual |
description() const override | GapPayoff | virtual |
GapPayoff(Option::Type type, Real strike, Real secondStrike) | GapPayoff | |
name() const override | GapPayoff | virtual |
operator()(Real price) const override | GapPayoff | virtual |
optionType() const | TypePayoff | |
secondStrike() const | GapPayoff | |
secondStrike_ | GapPayoff | protected |
strike() const | StrikedTypePayoff | |
strike_ | StrikedTypePayoff | protected |
StrikedTypePayoff(Option::Type type, Real strike) | StrikedTypePayoff | protected |
type_ | TypePayoff | protected |
TypePayoff(Option::Type type) | TypePayoff | explicitprotected |
~Payoff()=default | Payoff | virtual |