QuantLib_PathPayoff (3) - Linux Man Pages
QuantLib_PathPayoff: Abstract base class for path-dependent option payoffs.
QuantLib::PathPayoff - Abstract base class for path-dependent option payoffs.
Public Member Functions
virtual std::string name () const =0
virtual std::string description () const =0
virtual Real operator() (const Matrix &values) const =0
Member Function Documentation
virtual std::string name () const [pure 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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