SuperSharePayoff (3) - Linux Manuals

SuperSharePayoff: Binary supershare payoff.


QuantLib::SuperSharePayoff - Binary supershare payoff.


#include <ql/instruments/payoffs.hpp>

Inherits QuantLib::StrikedTypePayoff.

Public Member Functions

SuperSharePayoff (Real strike, Real secondStrike, Real cashPayoff)

Real strike () const

Real secondStrike () const

Real cashPayoff () const

Payoff interface

std::string name () const

std::string description () const

Real operator() (Real price) const

virtual void accept (AcyclicVisitor &)

Protected Attributes

Real strike_

Real secondStrike_

Real cashPayoff_

Detailed Description

Binary supershare payoff.

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.

Implements Payoff.


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