strike (3) - Linux Manuals

strike: Class for forward type payoffs.


QuantLib::ForwardTypePayoff - Class for forward type payoffs.


#include <ql/instruments/forward.hpp>

Inherits QuantLib::Payoff.

Public Member Functions

ForwardTypePayoff (Position::Type type, Real strike)

Position::Type forwardType () const

Real strike () const

Payoff interface

std::string name () const

std::string description () const

Real operator() (Real price) const

Protected Attributes

Position::Type type_

Real strike_

Detailed Description

Class for forward type payoffs.

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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