PercentageStrikePayoff Class Reference

#include <ql/instruments/payoffs.hpp>

Inheritance diagram for PercentageStrikePayoff:

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List of all members.

Detailed Description

Payoff with strike expressed as percentage


Public Member Functions

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


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.