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.

List of all members.

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.