StrikedTypePayoff Class Reference

Intermediate class for payoffs based on a fixed strike. More...

#include <ql/instruments/payoffs.hpp>

Inheritance diagram for StrikedTypePayoff:

List of all members.

Public Member Functions

 StrikedTypePayoff (Option::Type type, Real strike)
Real strike () const
Payoff interface
std::string description () const

Protected Attributes

Real strike_


Detailed Description

Intermediate class for payoffs based on a fixed strike.