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QuantLib_PercentageStrikePayoff
Langue: en
Version: 374976 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
Sommaire
NAME
QuantLib::PercentageStrikePayoff -Payoff with strike expressed as percentage
SYNOPSIS
#include <ql/instruments/payoffs.hpp>
Inherits QuantLib::StrikedTypePayoff.
Public Member Functions
PercentageStrikePayoff (Option::Type type, Real moneyness)
Payoff interface
std::string name () const
Real operator() (Real price) const
virtual void accept (AcyclicVisitor &)
Detailed Description
Payoff with strike expressed as percentage
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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