QuantLib_ForwardTypePayoff man page

ForwardTypePayoff — Class for forward type payoffs.  


#include <ql/instruments/forward.hpp>

Inherits Payoff.

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.

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.

Implements Payoff.


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

The man pages forwardType(3) and ForwardTypePayoff(3) are aliases of QuantLib_ForwardTypePayoff(3).

Mon Apr 30 2018 Version 1.12.1 QuantLib