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QuantLib_SuperSharePayoff
Langue: en
Version: 156829 (fedora - 05/07/09)
Section: 3 (Bibliothèques de fonctions)
Sommaire
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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