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QuantLib_SuperSharePayoff

NAME

QuantLib::SuperSharePayoff -

Binary supershare payoff.

SYNOPSIS

#include <ql/instruments/payoffs.hpp>

Inherits QuantLib::StrikedTypePayoff.

Public Member Functions

SuperSharePayoff (Real strike, Real secondStrike, Real cashPayoff)

Real strike () const

Real secondStrike () const

Real cashPayoff () const

Payoff interface

 

std::string name () const

std::string description () const

Real operator() (Real price) const

virtual void accept (AcyclicVisitor &)

Protected Attributes

Real strike_

Real secondStrike_

Real cashPayoff_

Detailed Description

Binary supershare payoff.

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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