ql/payoff.hpp File Reference


Detailed Description

Option payoff classes.

#include <ql/types.hpp>
#include <ql/patterns/visitor.hpp>
#include <ql/errors.hpp>
#include <functional>

Include dependency graph for payoff.hpp:


Namespaces

namespace  QuantLib

Classes

class  Payoff
 Abstract base class for option payoffs. More...