ForwardTypePayoff Class Reference

#include <ql/instruments/forward.hpp>

Inheritance diagram for ForwardTypePayoff:

Inheritance graph
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List of all members.

Detailed Description

Class for forward type payoffs.


Public Member Functions

 ForwardTypePayoff (Position::Type type, Real strike)
Position::Type forwardType () const
Real strike () const
Payoff interface
std::string name () const
std::string description () const
Real operator() (Real price) const

Protected Attributes

Position::Type type_
Real strike_


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.