QuantLib_Payoff (3) - Linux Manuals

QuantLib_Payoff: Abstract base class for option payoffs.


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


#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


virtual void accept (AcyclicVisitor &)

Detailed Description

Abstract base class for option payoffs.

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.