Intermediate class for payoffs based on a fixed strike. More...
#include <ql/instruments/payoffs.hpp>
Inheritance diagram for StrikedTypePayoff:Payoff interface | |
| Real | strike_ |
| std::string | description () const |
| Real | strike () const |
| StrikedTypePayoff (Option::Type type, Real strike) | |
Additional Inherited Members | |
Public Types inherited from Payoff | |
| typedef Real | argument_type |
| typedef Real | result_type |
Public Member Functions inherited from TypePayoff | |
| Option::Type | optionType () const |
Public Member Functions inherited from Payoff | |
| virtual std::string | name () const =0 |
| virtual Real | operator() (Real price) const =0 |
| virtual void | accept (AcyclicVisitor &) |
Protected Member Functions inherited from TypePayoff | |
| TypePayoff (Option::Type type) | |
Protected Attributes inherited from TypePayoff | |
| Option::Type | type_ |
Intermediate class for payoffs based on a fixed strike.