#include <ql/instruments/basketoption.hpp>
Inheritance diagram for MaxBasketPayoff:
Collaboration diagram for MaxBasketPayoff:
Public Member Functions | |
| MaxBasketPayoff (const ext::shared_ptr< Payoff > &p) | |
| Real | accumulate (const Array &a) const override |
| Public Member Functions inherited from BasketPayoff | |
| BasketPayoff (ext::shared_ptr< Payoff > p) | |
| ~BasketPayoff () override=default | |
| std::string | name () const override |
| std::string | description () const override |
| Real | operator() (Real price) const override |
| virtual Real | operator() (const Array &a) const |
| virtual Real | accumulate (const Array &a) const =0 |
| ext::shared_ptr< Payoff > | basePayoff () |
| Public Member Functions inherited from Payoff | |
| virtual | ~Payoff ()=default |
| virtual void | accept (AcyclicVisitor &) |
Additional Inherited Members | |
| Public Attributes inherited from Payoff | |
| QL_DEPRECATED typedef Real | argument_type |
| QL_DEPRECATED typedef Real | result_type |
Detailed Description
Definition at line 61 of file basketoption.hpp.
Constructor & Destructor Documentation
◆ MaxBasketPayoff()
|
explicit |
Definition at line 63 of file basketoption.hpp.
Member Function Documentation
◆ accumulate()
Implements BasketPayoff.
Definition at line 65 of file basketoption.hpp.
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