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QuantLib_ForwardTypePayoff
Langue: en
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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