StrikedTypePayoff Class Reference

#include <ql/instruments/payoffs.hpp>

Inheritance diagram for StrikedTypePayoff:

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List of all members.

Detailed Description

Intermediate class for payoffs based on a fixed strike.


Public Member Functions

 StrikedTypePayoff (Option::Type type, Real strike)
Real strike () const
Payoff interface
std::string description () const

Protected Attributes

Real strike_