QuantLib_ForwardTypePayoff

Langue: en

Autres versions - même langue

Version: 382726 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::ForwardTypePayoff -

Class for forward type payoffs.

SYNOPSIS


#include <ql/instruments/forward.hpp>

Inherits QuantLib::Payoff.

Public Member Functions


ForwardTypePayoff (Position::Type type, Real strike)

Position::Type forwardType () const

Real strike () const

Payoff interface

 


std::string name () const

std::string description () const

Real operator() (Real price) const

Protected Attributes


Position::Type type_

Real strike_

Detailed Description

Class for forward type payoffs.

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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