ForwardTypePayoff Class Reference
Class for forward type payoffs. More...
#include <ql/instruments/forward.hpp>
Inheritance diagram for ForwardTypePayoff:

Public Member Functions | |
ForwardTypePayoff (Position::Type type, Real strike) | |
Position::Type | forwardType () const |
Real | strike () const |
Payoff interface | |
std::string | name () const |
std::string | description () const |
Real | operator() (Real price) const |
Protected Attributes | |
Position::Type | type_ |
Real | strike_ |
Detailed Description
Class for forward type payoffs.