SuperFundPayoff Class Reference
#include <ql/instruments/payoffs.hpp>
Inheritance diagram for SuperFundPayoff:

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] |