QuantLib_PathPayoff man page

PathPayoff — Abstract base class for path-dependent option payoffs.  


#include <ql/experimental/mcbasket/pathpayoff.hpp>

Inherits unary_function< Matrix, Disposable< Array > >.

Inherited by AdaptedPathPayoff.

Public Member Functions

Payoff interface

virtual std::string name () const =0
virtual std::string description () const =0
virtual void value (const Matrix &path, const std::vector< Handle< YieldTermStructure > > &forwardTermStructures, Array &payments, Array &exercises, std::vector< Array > &states) const =0
virtual Size basisSystemDimension () const =0


virtual void accept (AcyclicVisitor &)

Detailed Description

Abstract base class for path-dependent option payoffs.

Member Function Documentation

virtual std::string name () const [pure 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.

Referenced By

The man page basisSystemDimension(3) is an alias of QuantLib_PathPayoff(3).

Mon Apr 30 2018 Version 1.12.1 QuantLib