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QuantLib_FloatingTypePayoff
Langue: en
Version: 379108 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
Sommaire
NAME
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 not meant to be used for writing switch-on-type code.
Implements Payoff.
Author
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