QuantLib_PercentageStrikePayoff man page
PercentageStrikePayoff — Payoff with strike expressed as percentage
Public Member Functions
PercentageStrikePayoff (Option::Type type, Real moneyness)
std::string name () const
Real operator() (Real price) const
virtual void accept (AcyclicVisitor &)
Additional Inherited Members
Payoff with strike expressed as percentage
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.
Generated automatically by Doxygen for QuantLib from the source code.
PercentageStrikePayoff(3) is an alias of QuantLib_PercentageStrikePayoff(3).