SuperSharePayoff Class Reference

#include <ql/instruments/payoffs.hpp>

Inheritance diagram for SuperSharePayoff:

Inheritance graph
[legend]
List of all members.

Detailed Description

Binary supershare payoff.


Public Member Functions

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

Protected Attributes

Real strike_
Real secondStrike_
Real cashPayoff_


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.