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

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

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