QuantLib_StrikedTypePayoff

Langue: en

Autres versions - même langue

Version: 381125 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::StrikedTypePayoff -

Intermediate class for payoffs based on a fixed strike.

SYNOPSIS


#include <ql/instruments/payoffs.hpp>

Inherits QuantLib::TypePayoff.

Inherited by AssetOrNothingPayoff, CashOrNothingPayoff, GapPayoff, PercentageStrikePayoff, PlainVanillaPayoff, SuperFundPayoff, and SuperSharePayoff.

Public Member Functions


StrikedTypePayoff (Option::Type type, Real strike)

Real strike () const

Payoff interface

 


std::string description () const

Protected Attributes


Real strike_

Detailed Description

Intermediate class for payoffs based on a fixed strike.

Author

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