PercentageStrikePayoff (3) - Linux Man Pages
PercentageStrikePayoff: Payoff with strike expressed as percentage
QuantLib::PercentageStrikePayoff - Payoff with strike expressed as percentage
Public Member Functions
PercentageStrikePayoff (Option::Type type, Real moneyness)
Member Function Documentation
std::string name () const [virtual]
- This method is used for output and comparison between payoffs. It is not meant to be used for writing switch-on-type code.
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