QuantLib_Payoff man page
Payoff — Abstract base class for option payoffs.
Inherits unary_function< Real, Real >.
Inherited by BasketPayoff, DoubleStickyRatchetPayoff, ForwardTypePayoff, NullPayoff, and TypePayoff.
Public Member Functions
virtual std::string name () const =0
virtual std::string description () const =0
virtual Real operator() (Real price) const =0
virtual void accept (AcyclicVisitor &)
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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