description(3)

NAME

QuantLib::PathPayoff – Abstract base class for path-dependent option payoffs.

SYNOPSIS

#include <ql/experimental/mcbasket/pathpayoff.hpp>

Inherits std::unary_function<Matrix,Array>.

Public Member Functions

Payoff interface

virtual std::string name () const =0

virtual std::string description () const =0

virtual Real operator() (const Matrix &values) const =0

Visitability

virtual void accept (AcyclicVisitor &)

Detailed Description

Abstract base class for path-dependent option payoffs.

Member Function Documentation

virtual std::string name () const [pure virtual]

Warning

This method is used for output and comparison between payoffs. It is not meant to be used for writing switch-on-type code.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Index