VanillaForwardPayoff Class Reference

#include <ql/instruments/vanillaswingoption.hpp>

Inheritance diagram for VanillaForwardPayoff:

Collaboration diagram for VanillaForwardPayoff:

Public Member Functions
	VanillaForwardPayoff (Option::Type type, Real strike)
std::string	name () const override
Real	operator() (Real price) const override
void	accept (AcyclicVisitor &) override
Public Member Functions inherited from StrikedTypePayoff
std::string	description () const override
Real	strike () const
Public Member Functions inherited from TypePayoff
Option::Type	optionType () const
Public Member Functions inherited from Payoff
virtual	~Payoff ()=default

Additional Inherited Members
Public Attributes inherited from Payoff
QL_DEPRECATED typedef Real	argument_type
QL_DEPRECATED typedef Real	result_type
Protected Member Functions inherited from StrikedTypePayoff
	StrikedTypePayoff (Option::Type type, Real strike)
Protected Member Functions inherited from TypePayoff
	TypePayoff (Option::Type type)
Protected Attributes inherited from StrikedTypePayoff
Real	strike_
Protected Attributes inherited from TypePayoff
Option::Type	type_

Detailed Description

Definition at line 52 of file vanillaswingoption.hpp.

Constructor & Destructor Documentation

VanillaForwardPayoff()

VanillaForwardPayoff	(	Option::Type	type,
		Real	strike
	)

Definition at line 54 of file vanillaswingoption.hpp.

Member Function Documentation

name()

std::string name ( ) const

overridevirtual

Warning:

This method is used for output and comparison between payoffs. It is not meant to be used for writing switch-on-type code.

Implements Payoff.

Definition at line 57 of file vanillaswingoption.hpp.

operator()()

Real operator() ( Real  price ) const

overridevirtual

Implements Payoff.

Definition at line 101 of file vanillaswingoption.cpp.

accept()

void accept ( AcyclicVisitor &  v )

overridevirtual

Reimplemented from Payoff.

Definition at line 112 of file vanillaswingoption.cpp.

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