Class for forward type payoffs. More...
#include <ql/instruments/forward.hpp>
Public Member Functions | |
ForwardTypePayoff (Position::Type type, Real strike) | |
Position::Type | forwardType () const |
Real | strike () const |
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virtual void | accept (AcyclicVisitor &) |
Payoff interface | |
Position::Type | type_ |
Real | strike_ |
std::string | name () const |
std::string | description () const |
Real | operator() (Real price) const |
Additional Inherited Members | |
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typedef Real | argument_type |
typedef Real | result_type |
Class for forward type payoffs.