Payoff Class Reference
Abstract base class for option payoffs. More...
#include <ql/payoff.hpp>
Inheritance diagram for Payoff:

Public Member Functions | |
Payoff interface | |
virtual std::string | name () const =0 |
virtual std::string | description () const =0 |
virtual Real | operator() (Real price) const =0 |
Visitability | |
virtual void | accept (AcyclicVisitor &) |
Detailed Description
Abstract base class for 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.
Implemented in ForwardTypePayoff, NullPayoff, FloatingTypePayoff, PlainVanillaPayoff, PercentageStrikePayoff, AssetOrNothingPayoff, CashOrNothingPayoff, GapPayoff, SuperFundPayoff, SuperSharePayoff, DoubleStickyRatchetPayoff, RatchetPayoff, StickyPayoff, RatchetMaxPayoff, RatchetMinPayoff, StickyMaxPayoff, and StickyMinPayoff.