SuperFundPayoff Class Reference

#include <ql/instruments/payoffs.hpp>

Inheritance diagram for SuperFundPayoff:

Inheritance graph
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List of all members.

Detailed Description

Binary superfund payoff.

This payoff is equivalent to being (1/lowerstrike) a) long (short) an AssetOrNothing Call (Put) at the lower strike and b) short (long) an AssetOrNothing Call (Put) at the higher strike


Public Member Functions

 SuperFundPayoff (Real strike, Real secondStrike)
Real secondStrike () const
Payoff interface
std::string name () const
Real operator() (Real price) const
virtual void accept (AcyclicVisitor &)

Protected Attributes

Real secondStrike_


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.