PlainVanillaPayoff Class Reference

Plain-vanilla payoff. More...

#include <payoffs.hpp>

Inheritance diagram for PlainVanillaPayoff:

Collaboration diagram for PlainVanillaPayoff:

Public Member Functions
	PlainVanillaPayoff (Option::Type type, Real strike)
Payoff interface
std::string	name () const override
Real	operator() (Real price) const override
void	accept (AcyclicVisitor &) override
Public Member Functions inherited from StrikedTypePayoff
std::string	description () const override
Real	strike () const
Public Member Functions inherited from TypePayoff
Option::Type	optionType () const
Public Member Functions inherited from Payoff
virtual	~Payoff ()=default

Additional Inherited Members
Protected Member Functions inherited from StrikedTypePayoff
	StrikedTypePayoff (Option::Type type, Real strike)
Protected Member Functions inherited from TypePayoff
	TypePayoff (Option::Type type)
Protected Attributes inherited from StrikedTypePayoff
Real	strike_
Protected Attributes inherited from TypePayoff
Option::Type	type_

Detailed Description

Plain-vanilla payoff.

Examples

DiscreteHedging.cpp.

Definition at line 105 of file payoffs.hpp.

Constructor & Destructor Documentation

PlainVanillaPayoff()

PlainVanillaPayoff	(	Option::Type	type,
		Real	strike
	)

Definition at line 107 of file payoffs.hpp.

Member Function Documentation

name()

std::string name ( ) const

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 112 of file payoffs.hpp.

operator()()

Real operator() ( Real  price ) const

overridevirtual

Implements Payoff.

Definition at line 91 of file payoffs.cpp.

accept()

void accept ( AcyclicVisitor &  v )

overridevirtual

Reimplemented from Payoff.

Definition at line 102 of file payoffs.cpp.

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