SuperSharePayoff Class Reference

Binary supershare payoff. More...

#include <ql/instruments/payoffs.hpp>

Inheritance diagram for SuperSharePayoff:

List of all members.

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_


Detailed Description

Binary supershare payoff.

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.