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QuantLib_StrikedTypePayoff
Langue: en
Version: 381125 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
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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Contenus ©2006-2024 Benjamin Poulain
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