PlainVanillaPayoff (3) Linux Manual Page
QuantLib::PlainVanillaPayoff – Plain-vanilla payoff.
Synopsis
#include <ql/instruments/payoffs.hpp>Inherits QuantLib::StrikedTypePayoff.
Public Member Functions
PlainVanillaPayoff (Option::Type type, Real strike)Payoff interface
std::string name () const
Real operator() (Real price) const
virtual void accept (AcyclicVisitor &)
Detailed Description
Plain-vanilla payoff.Examples:
DiscreteHedging.cpp, EquityOption.cpp, and Replication.cpp.
Member Function Documentation
std::string name () const [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.
Implements Payoff.