#include <basketoption.hpp>
Inheritance diagram for BasketPayoff:
Collaboration diagram for BasketPayoff:
Public Member Functions | |
| 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< Payoff > | basePayoff () |
| Public Member Functions inherited from Payoff | |
| virtual | ~Payoff ()=default |
| virtual void | accept (AcyclicVisitor &) |
Private Attributes | |
| ext::shared_ptr< Payoff > | basePayoff_ |
Detailed Description
Definition at line 36 of file basketoption.hpp.
Constructor & Destructor Documentation
◆ BasketPayoff()
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explicit |
Definition at line 40 of file basketoption.hpp.
◆ ~BasketPayoff()
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overridedefault |
Member Function Documentation
◆ name()
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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 42 of file basketoption.hpp.
◆ description()
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overridevirtual |
Implements Payoff.
Definition at line 43 of file basketoption.hpp.
◆ operator()() [1/2]
Implements Payoff.
Definition at line 44 of file basketoption.hpp.
◆ operator()() [2/2]
◆ accumulate()
Implemented in MinBasketPayoff, MaxBasketPayoff, AverageBasketPayoff, and SpreadBasketPayoff.
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◆ basePayoff()
| ext::shared_ptr< Payoff > basePayoff | ( | ) |
Definition at line 49 of file basketoption.hpp.
Member Data Documentation
◆ basePayoff_
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private |
Definition at line 38 of file basketoption.hpp.