forwardType (3) Linux Manual Page
QuantLib::ForwardTypePayoff – Class for forward type payoffs.
Synopsis
#include <ql/instruments/forward.hpp>Inherits QuantLib::Payoff.
Public Member Functions
ForwardTypePayoff (Position::Type type, Real strike)Position::Type forwardType () const
Real strike () const
Payoff interface
std::string name () const
std::string description () const
Real operator() (Real price) const
Protected Attributes
Position::Type type_Real strike_
Detailed Description
Class for forward type payoffs.Member Function Documentation
std::string name () const [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.
Implements Payoff.