QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
|
Plain-vanilla payoff. More...
#include <ql/instruments/payoffs.hpp>
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 | |
Public Attributes inherited from Payoff | |
QL_DEPRECATED typedef Real | argument_type |
QL_DEPRECATED typedef Real | result_type |
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_ |
PlainVanillaPayoff | ( | Option::Type | type, |
Real | strike | ||
) |
Definition at line 107 of file payoffs.hpp.
|
overridevirtual |
Implements Payoff.
Definition at line 112 of file payoffs.hpp.
Implements Payoff.
Definition at line 91 of file payoffs.cpp.
|
overridevirtual |
Reimplemented from Payoff.
Definition at line 102 of file payoffs.cpp.