QuantLib_FloatingTypePayoff (3) - Linux Man Pages

QuantLib_FloatingTypePayoff: Payoff based on a floating strike


QuantLib::FloatingTypePayoff - Payoff based on a floating strike


#include <ql/instruments/payoffs.hpp>

Inherits QuantLib::TypePayoff.

Public Member Functions

FloatingTypePayoff (Option::Type type)

Payoff interface

std::string name () const

Real operator() (Real price) const

virtual void accept (AcyclicVisitor &)

Detailed Description

Payoff based on a floating strike

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.

Implements Payoff.


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