QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Member Functions | List of all members
MinBasketPayoff Class Reference

#include <basketoption.hpp>

+ Inheritance diagram for MinBasketPayoff:
+ Collaboration diagram for MinBasketPayoff:

Public Member Functions

 MinBasketPayoff (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< PayoffbasePayoff ()
 
- Public Member Functions inherited from Payoff
virtual ~Payoff ()=default
 
virtual void accept (AcyclicVisitor &)
 

Detailed Description

Definition at line 52 of file basketoption.hpp.

Constructor & Destructor Documentation

◆ MinBasketPayoff()

MinBasketPayoff ( const ext::shared_ptr< Payoff > &  p)
explicit

Definition at line 54 of file basketoption.hpp.

Member Function Documentation

◆ accumulate()

Real accumulate ( const Array a) const
overridevirtual

Implements BasketPayoff.

Definition at line 56 of file basketoption.hpp.

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