QuantLib_Payoff man page

Payoff — Abstract base class for option payoffs.


#include <ql/payoff.hpp>

Inherits unary_function< Real, Real >.

Inherited by BasketPayoff, DoubleStickyRatchetPayoff, ForwardTypePayoff, NullPayoff, and TypePayoff.

Public Member Functions

Payoff interface

virtual std::string name () const =0

virtual std::string description () const =0

virtual Real operator() (Real price) const =0


virtual void accept (AcyclicVisitor &)

Detailed Description

Abstract base class for 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.

Implemented in SuperSharePayoff, SuperFundPayoff, GapPayoff, StickyMinPayoff, CashOrNothingPayoff, ForwardTypePayoff, StickyMaxPayoff, AssetOrNothingPayoff, RatchetMinPayoff, PercentageStrikePayoff, PlainVanillaPayoff, RatchetMaxPayoff, StickyPayoff, FloatingTypePayoff, RatchetPayoff, DoubleStickyRatchetPayoff, and NullPayoff.


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QuantLib Version 1.8.1 Fri Sep 23 2016