QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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Abstract base class for path-dependent option payoffs. More...
#include <ql/experimental/mcbasket/pathpayoff.hpp>
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virtual | ~PathPayoff ()=default |
Payoff interface | |
virtual std::string | name () const =0 |
virtual std::string | description () const =0 |
virtual void | value (const Matrix &path, const std::vector< Handle< YieldTermStructure > > &forwardTermStructures, Array &payments, Array &exercises, std::vector< Array > &states) const =0 |
virtual Size | basisSystemDimension () const =0 |
Visitability | |
virtual void | accept (AcyclicVisitor &) |
Abstract base class for path-dependent option payoffs.
Definition at line 36 of file pathpayoff.hpp.
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virtualdefault |
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pure virtual |
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pure virtual |
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pure virtual |
Implemented in AdaptedPathPayoff.
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pure virtual |
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virtual |