Intermediate class for put/call payoffs. More...
#include <ql/instruments/payoffs.hpp>
Inheritance diagram for TypePayoff:
Collaboration diagram for TypePayoff:
Public Member Functions | |
| Option::Type | optionType () const |
| Public Member Functions inherited from Payoff | |
| virtual | ~Payoff ()=default |
| virtual std::string | name () const =0 |
| virtual Real | operator() (Real price) const =0 |
| virtual void | accept (AcyclicVisitor &) |
Payoff interface | |
| Option::Type | type_ |
| std::string | description () const override |
| TypePayoff (Option::Type type) | |
Additional Inherited Members | |
| Public Attributes inherited from Payoff | |
| QL_DEPRECATED typedef Real | argument_type |
| QL_DEPRECATED typedef Real | result_type |
Detailed Description
Intermediate class for put/call payoffs.
Definition at line 49 of file payoffs.hpp.
Constructor & Destructor Documentation
◆ TypePayoff()
|
explicitprotected |
Definition at line 57 of file payoffs.hpp.
Member Function Documentation
◆ optionType()
| Option::Type optionType | ( | ) | const |
◆ description()
|
overridevirtual |
Implements Payoff.
Reimplemented in StrikedTypePayoff, CashOrNothingPayoff, GapPayoff, and SuperSharePayoff.
Definition at line 49 of file payoffs.cpp.
Here is the call graph for this function:
Here is the caller graph for this function:
Member Data Documentation
◆ type_
|
protected |
Definition at line 58 of file payoffs.hpp.