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

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

accept(AcyclicVisitor &) overrideSuperFundPayoffvirtual
description() const overrideStrikedTypePayoffvirtual
name() const overrideSuperFundPayoffvirtual
operator()(Real price) const overrideSuperFundPayoffvirtual
optionType() constTypePayoff
secondStrike() constSuperFundPayoff
secondStrike_SuperFundPayoffprotected
strike() constStrikedTypePayoff
strike_StrikedTypePayoffprotected
StrikedTypePayoff(Option::Type type, Real strike)StrikedTypePayoffprotected
SuperFundPayoff(Real strike, Real secondStrike)SuperFundPayoff
type_TypePayoffprotected
TypePayoff(Option::Type type)TypePayoffexplicitprotected
~Payoff()=defaultPayoffvirtual