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

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] |