QuantLib_PathPayoff

Langue: en

Autres versions - même langue

Version: 381135 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::PathPayoff -

Abstract base class for path-dependent option payoffs.

SYNOPSIS


#include <ql/experimental/mcbasket/pathpayoff.hpp>

Inherits std::unary_function< Matrix, Disposable< Array > >.

Inherited by AdaptedPathPayoff.

Public Member Functions

Payoff interface

 


virtual std::string name () const =0

virtual std::string description () const =0

virtual void value (const Matrix &path, Array &payments, Array &exercises, std::vector< Array > &states) const =0

virtual Size basisSystemDimension () const =0

Visitability

 


virtual void accept (AcyclicVisitor &)

Detailed Description

Abstract base class for path-dependent option payoffs.

Member Function Documentation

virtual std::string name () const [pure 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.

Author

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