Payoff Class Reference

Abstract base class for option payoffs. More...

#include <ql/payoff.hpp>

Inheritance diagram for Payoff:

Collaboration diagram for Payoff:

Public Member Functions
virtual	~Payoff ()=default
Payoff interface
virtual std::string	name () const =0
virtual std::string	description () const =0
virtual Real	operator() (Real price) const =0
Visitability
virtual void	accept (AcyclicVisitor &)

Public Attributes
QL_DEPRECATED typedef Real	argument_type
QL_DEPRECATED typedef Real	result_type

Detailed Description

Abstract base class for option payoffs.

Definition at line 36 of file payoff.hpp.

Constructor & Destructor Documentation

~Payoff()

virtual ~Payoff ( )

virtualdefault

Member Function Documentation

name()

virtual std::string name ( ) const

pure virtual

Warning:

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

Implemented in BasketPayoff, ForwardTypePayoff, NullPayoff, FloatingTypePayoff, PlainVanillaPayoff, PercentageStrikePayoff, AssetOrNothingPayoff, CashOrNothingPayoff, GapPayoff, SuperFundPayoff, SuperSharePayoff, DoubleStickyRatchetPayoff, RatchetPayoff, StickyPayoff, RatchetMaxPayoff, RatchetMinPayoff, StickyMaxPayoff, StickyMinPayoff, and VanillaForwardPayoff.

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description()

virtual std::string description ( ) const

pure virtual

Implemented in BasketPayoff, ForwardTypePayoff, NullPayoff, TypePayoff, StrikedTypePayoff, CashOrNothingPayoff, GapPayoff, SuperSharePayoff, and DoubleStickyRatchetPayoff.

operator()()

virtual Real operator() ( Real  price ) const

pure virtual

Implemented in DoubleStickyRatchetPayoff, BasketPayoff, ForwardTypePayoff, NullPayoff, FloatingTypePayoff, PlainVanillaPayoff, PercentageStrikePayoff, AssetOrNothingPayoff, CashOrNothingPayoff, GapPayoff, SuperFundPayoff, SuperSharePayoff, and VanillaForwardPayoff.

accept()

void accept ( AcyclicVisitor &  v )

virtual

Reimplemented in NullPayoff, FloatingTypePayoff, PlainVanillaPayoff, PercentageStrikePayoff, AssetOrNothingPayoff, CashOrNothingPayoff, GapPayoff, SuperFundPayoff, SuperSharePayoff, DoubleStickyRatchetPayoff, and VanillaForwardPayoff.

Definition at line 70 of file payoff.hpp.

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Member Data Documentation

argument_type

QL_DEPRECATED typedef Real argument_type

Deprecated:

Use auto or decltype instead. Deprecated in version 1.29.

Definition at line 42 of file payoff.hpp.

result_type

QL_DEPRECATED typedef Real result_type

Deprecated:

Use auto or decltype instead. Deprecated in version 1.29.

Definition at line 48 of file payoff.hpp.