QuantLib_FloatingTypePayoff (3) Linux Manual Page
QuantLib::FloatingTypePayoff – Payoff based on a floating strike
Synopsis
#include <ql/instruments/payoffs.hpp>
Inherits QuantLib::TypePayoff.
Public Member Functions
FloatingTypePayoff (Option::Type type)
Payoff interface
std::string name () const
Real operator() (Real price) const
virtual void accept (AcyclicVisitor &)
Detailed Description
Payoff based on a floating strike
Member Function Documentation
std::string name () const [virtual]
Warning
- This method is used for output and comparison between payoffs. It is
notmeant to be used for writing switch-on-type code.
Implements Payoff.
Author
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