QuantLib_StrikedTypePayoff (3) - Linux Man Pages

QuantLib_StrikedTypePayoff: Intermediate class for payoffs based on a fixed strike.

NAME

QuantLib::StrikedTypePayoff - Intermediate class for payoffs based on a fixed strike.

SYNOPSIS


#include <ql/instruments/payoffs.hpp>

Inherits QuantLib::TypePayoff.

Inherited by AssetOrNothingPayoff, CashOrNothingPayoff, GapPayoff, PercentageStrikePayoff, PlainVanillaPayoff, SuperFundPayoff, and SuperSharePayoff.

Public Member Functions


StrikedTypePayoff (Option::Type type, Real strike)

Real strike () const

Payoff interface


std::string description () const

Protected Attributes


Real strike_

Detailed Description

Intermediate class for payoffs based on a fixed strike.

Author

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