QuantLib_FloatingTypePayoff man page
FloatingTypePayoff — Payoff based on a floating strike
Public Member Functions
FloatingTypePayoff (Option::Type type)
std::string name () const
Real operator() (Real price) const
virtual void accept (AcyclicVisitor &)
Additional Inherited Members
Payoff based on a floating strike
Member Function Documentation
std::string name () const [virtual]
This method is used for output and comparison between payoffs. It is not meant to be used for writing switch-on-type code.
Generated automatically by Doxygen for QuantLib from the source code.
FloatingTypePayoff(3) is an alias of QuantLib_FloatingTypePayoff(3).