SuperSharePayoff (3) Linux Manual Page
QuantLib::SuperSharePayoff – Binary supershare payoff.
Synopsis
#include <ql/instruments/payoffs.hpp>Inherits QuantLib::StrikedTypePayoff.
Public Member Functions
SuperSharePayoff (Real strike, Real secondStrike, Real cashPayoff)Real strike () const
Real secondStrike () const
Real cashPayoff () const
Payoff interface
std::string name () const
std::string description () const
Real operator() (Real price) const
virtual void accept (AcyclicVisitor &)
Protected Attributes
Real strike_Real secondStrike_
Real cashPayoff_
Detailed Description
Binary supershare payoff.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.