QuantLib_FloatingTypePayoff (3) - Linux Man Pages

QuantLib_FloatingTypePayoff: Payoff based on a floating strike

NAME

QuantLib::FloatingTypePayoff - Payoff based on a floating strike

SYNOPSIS


#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]

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.

Author

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