QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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Class for forward type payoffs. More...
#include <ql/instruments/forward.hpp>
Public Member Functions | |
ForwardTypePayoff (Position::Type type, Real strike) | |
Position::Type | forwardType () const |
Real | strike () const |
Public Member Functions inherited from Payoff | |
virtual | ~Payoff ()=default |
virtual void | accept (AcyclicVisitor &) |
Payoff interface | |
Position::Type | type_ |
Real | strike_ |
std::string | name () const override |
std::string | description () const override |
Real | operator() (Real price) const override |
Additional Inherited Members | |
Public Attributes inherited from Payoff | |
QL_DEPRECATED typedef Real | argument_type |
QL_DEPRECATED typedef Real | result_type |
Class for forward type payoffs.
Definition at line 145 of file forward.hpp.
ForwardTypePayoff | ( | Position::Type | type, |
Real | strike | ||
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Position::Type forwardType | ( | ) | const |
Definition at line 151 of file forward.hpp.
Real strike | ( | ) | const |
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overridevirtual |
Implements Payoff.
Definition at line 155 of file forward.hpp.
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overridevirtual |
Implements Payoff.
Definition at line 189 of file forward.hpp.
Implements Payoff.
Definition at line 195 of file forward.hpp.
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protected |
Definition at line 160 of file forward.hpp.
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protected |
Definition at line 161 of file forward.hpp.