FloatingTypePayoff Class Reference

Payoff based on a floating strike More...

#include <ql/instruments/payoffs.hpp>

Inheritance diagram for FloatingTypePayoff:

List of all members.

Public Member Functions

 FloatingTypePayoff (Option::Type type)
Payoff interface
std::string name () const
Real operator() (Real price) const
virtual void accept (AcyclicVisitor &)

Detailed Description

Payoff based on a floating strike


Member Function Documentation

std::string name ( ) const [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.

Implements Payoff.