optionType (3) - Linux Manuals

optionType: Intermediate class for put/call payoffs.

NAME

QuantLib::TypePayoff - Intermediate class for put/call payoffs.

SYNOPSIS

#include <ql/instruments/payoffs.hpp>

Inherits QuantLib::Payoff.

Inherited by FloatingTypePayoff, and StrikedTypePayoff.

Public Member Functions

TypePayoff (Option::Type type)

Option::Type optionType () const

Payoff interface

std::string description () const

Protected Attributes

Option::Type type_

Detailed Description

Intermediate class for put/call payoffs.

Author

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