QuantLib_Payoff (3) - Linux Man Pages

QuantLib_Payoff: Abstract base class for option payoffs.

NAME

QuantLib::Payoff - Abstract base class for option payoffs.

SYNOPSIS


#include <ql/payoff.hpp>

Inherits std::unary_function<Real,Real>.

Inherited by BasketPayoff, DoubleStickyRatchetPayoff, ForwardTypePayoff, NullPayoff, and TypePayoff.

Public Member Functions

Payoff interface


virtual std::string name () const =0

virtual std::string description () const =0

virtual Real operator() (Real price) const =0

Visitability


virtual void accept (AcyclicVisitor &)

Detailed Description

Abstract base class for option payoffs.

Member Function Documentation

virtual std::string name () const [pure 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.

Implemented in ForwardTypePayoff, NullPayoff, FloatingTypePayoff, PlainVanillaPayoff, PercentageStrikePayoff, AssetOrNothingPayoff, CashOrNothingPayoff, GapPayoff, SuperFundPayoff, SuperSharePayoff, DoubleStickyRatchetPayoff, RatchetPayoff, StickyPayoff, RatchetMaxPayoff, RatchetMinPayoff, StickyMaxPayoff, and StickyMinPayoff.

Author

Generated automatically by Doxygen for QuantLib from the source code.