QuantLib_SuperFundPayoff (3) - Linux Man Pages
QuantLib_SuperFundPayoff: Binary supershare and superfund payoffs.
QuantLib::SuperFundPayoff - Binary supershare and superfund payoffs.
Public Member Functions
SuperFundPayoff (Real strike, Real secondStrike)
Real secondStrike () const
Binary supershare and superfund payoffs.
Binary superfund payoff
Superfund sometimes also called 'supershare', which can lead to ambiguity; within QuantLib the terms supershare and superfund are used consistently according to the definitions in Bloomberg OVX function's help pages.
Member Function Documentation
std::string name () const [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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