QuantLib_Payoff (3) - Linux Man Pages
QuantLib_Payoff: Abstract base class for option payoffs.
QuantLib::Payoff - Abstract base class for option payoffs.
Inherited by BasketPayoff, DoubleStickyRatchetPayoff, ForwardTypePayoff, NullPayoff, and TypePayoff.
Public Member Functions
virtual std::string name () const =0
virtual std::string description () const =0
virtual Real operator() (Real price) 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.
Implemented in ForwardTypePayoff, NullPayoff, FloatingTypePayoff, PlainVanillaPayoff, PercentageStrikePayoff, AssetOrNothingPayoff, CashOrNothingPayoff, GapPayoff, SuperFundPayoff, SuperSharePayoff, DoubleStickyRatchetPayoff, RatchetPayoff, StickyPayoff, RatchetMaxPayoff, RatchetMinPayoff, StickyMaxPayoff, and StickyMinPayoff.
Generated automatically by Doxygen for QuantLib from the source code.