PathPayoff Class Reference
Abstract base class for path-dependent option payoffs. More...
#include <ql/experimental/mcbasket/pathpayoff.hpp>
Inherits std::unary_function< QuantLib::Matrix, QuantLib::Disposable< QuantLib::Array > >.
Inherited by AdaptedPathPayoff.
Public Member Functions | |
Payoff interface | |
virtual std::string | name () const =0 |
virtual std::string | description () const =0 |
virtual void | value (const Matrix &path, Array &payments, Array &exercises, std::vector< Array > &states) const =0 |
virtual Size | basisSystemDimension () const =0 |
Visitability | |
virtual void | accept (AcyclicVisitor &) |
Detailed Description
Abstract base class for path-dependent option payoffs.Member Function Documentation
virtual std::string name | ( | ) | const [pure 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.