QuantLib_TypePayoff

Langue: en

Autres versions - même langue

Version: 378656 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::TypePayoff -

Intermediate class for put/call payoffs.

SYNOPSIS


#include <ql/instruments/payoffs.hpp>

Inherits QuantLib::Payoff.

Inherited by FloatingTypePayoff, and StrikedTypePayoff.

Public Member Functions


TypePayoff (Option::Type type)

Option::Type optionType () const

Payoff interface

 


std::string description () const

Protected Attributes


Option::Type type_

Detailed Description

Intermediate class for put/call payoffs.

Author

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