description (3) Linux Manual Page

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

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