#include <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 | |
| 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()
|
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()()
Implements Payoff.
Definition at line 101 of file vanillaswingoption.cpp.
◆ accept()
|
overridevirtual |
Reimplemented from Payoff.
Definition at line 112 of file vanillaswingoption.cpp.
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