QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
Public Member Functions | List of all members
TypePayoff Class Reference

Intermediate class for put/call payoffs. More...

#include <ql/instruments/payoffs.hpp>

+ Inheritance diagram for TypePayoff:

Public Member Functions

Option::Type optionType () const
 
- Public Member Functions inherited from Payoff
virtual std::string name () const =0
 
virtual Real operator() (Real price) const =0
 
virtual void accept (AcyclicVisitor &)
 

Payoff interface

Option::Type type_
 
std::string description () const
 
 TypePayoff (Option::Type type)
 

Additional Inherited Members

- Public Types inherited from Payoff
typedef Real argument_type
 
typedef Real result_type
 

Detailed Description

Intermediate class for put/call payoffs.