QuantLib_Payoff

Langue: en

Autres versions - même langue

Version: 379598 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::Payoff -

Abstract base class for option payoffs.

SYNOPSIS


#include <ql/payoff.hpp>

Inherits std::unary_function< Real, Real >.

Inherited by BasketPayoff, DoubleStickyRatchetPayoff, ForwardTypePayoff, NullPayoff, and TypePayoff.

Public Member Functions

Payoff interface

 


virtual std::string name () const =0

virtual std::string description () const =0

virtual Real operator() (Real price) const =0

Visitability

 


virtual void accept (AcyclicVisitor &)

Detailed Description

Abstract base class for 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.

Implemented in ForwardTypePayoff, NullPayoff, FloatingTypePayoff, PlainVanillaPayoff, PercentageStrikePayoff, AssetOrNothingPayoff, CashOrNothingPayoff, GapPayoff, SuperFundPayoff, SuperSharePayoff, DoubleStickyRatchetPayoff, RatchetPayoff, StickyPayoff, RatchetMaxPayoff, RatchetMinPayoff, StickyMaxPayoff, and StickyMinPayoff.

Author

Generated automatically by Doxygen for QuantLib from the source code.