QuantLib_PercentageStrikePayoff man page

PercentageStrikePayoff — Payoff with strike expressed as percentage

Synopsis

#include <ql/instruments/payoffs.hpp>

Inherits StrikedTypePayoff.

Public Member Functions

PercentageStrikePayoff (Option::Type type, Real moneyness)

Payoff interface

std::string name () const

Real operator() (Real price) const

virtual void accept (AcyclicVisitor &)

Additional Inherited Members

Detailed Description

Payoff with strike expressed as percentage

Member Function Documentation

std::string name () const [virtual]

Warning

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.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

PercentageStrikePayoff(3) is an alias of QuantLib_PercentageStrikePayoff(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib