- QuantLib
- Payoff
Abstract base class for option payoffs. More...
#include <ql/payoff.hpp>
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 &) |
Abstract base class for option payoffs.
virtual std::string name | ( | ) | const [pure virtual] |
Implemented in SuperSharePayoff, SuperFundPayoff, GapPayoff, StickyMinPayoff, CashOrNothingPayoff, ForwardTypePayoff, StickyMaxPayoff, AssetOrNothingPayoff, RatchetMinPayoff, PercentageStrikePayoff, PlainVanillaPayoff, RatchetMaxPayoff, StickyPayoff, FloatingTypePayoff, RatchetPayoff, DoubleStickyRatchetPayoff, and NullPayoff.