PercentageStrikePayoff Class Reference

Payoff with strike expressed as percentage More...

#include <ql/instruments/payoffs.hpp>

Inheritance diagram for PercentageStrikePayoff:

List of all members.

Public Member Functions

 PercentageStrikePayoff (Option::Type type, Real moneyness)
Payoff interface
std::string name () const
Real operator() (Real price) const
virtual void accept (AcyclicVisitor &)


Detailed Description

Payoff with strike expressed as percentage

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.