Rechercher une page de manuel
QuantLib_CashOrNothingPayoff
Langue: en
Version: 374252 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
Sommaire
NAME
QuantLib::CashOrNothingPayoff -Binary cash-or-nothing payoff.
SYNOPSIS
#include <ql/instruments/payoffs.hpp>
Inherits QuantLib::StrikedTypePayoff.
Public Member Functions
CashOrNothingPayoff (Option::Type type, Real strike, Real cashPayoff)
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 cashPayoff_
Detailed Description
Binary cash-or-nothing payoff.
Examples:
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.
Author
Generated automatically by Doxygen for QuantLib from the source code.
Contenus ©2006-2024 Benjamin Poulain
Design ©2006-2024 Maxime Vantorre