QuantLib_Payoff (3) Linux Manual Page
QuantLib::Payoff – Abstract base class for option payoffs.
Synopsis
#include <ql/payoff.hpp>Inherits std::unary_function<Real,Real>.
Inherited by BasketPayoff, DoubleStickyRatchetPayoff, ForwardTypePayoff, NullPayoff, and TypePayoff.
Public Member Functions
Payoff interfacevirtual std::string name () const =0
virtual std::string description () const =0
virtual Real operator() (Real price) const =0
Visitability
virtual void accept (AcyclicVisitor &)
Detailed Description
Abstract base class for 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.
Implemented in ForwardTypePayoff, NullPayoff, FloatingTypePayoff, PlainVanillaPayoff, PercentageStrikePayoff, AssetOrNothingPayoff, CashOrNothingPayoff, GapPayoff, SuperFundPayoff, SuperSharePayoff, DoubleStickyRatchetPayoff, RatchetPayoff, StickyPayoff, RatchetMaxPayoff, RatchetMinPayoff, StickyMaxPayoff, and StickyMinPayoff.