QuantLib_PlainVanillaPayoff man page
PlainVanillaPayoff — Plain-vanilla payoff.
Public Member Functions
PlainVanillaPayoff (Option::Type type, Real strike)
std::string name () const
Real operator() (Real price) const
virtual void accept (AcyclicVisitor &)
Additional Inherited Members
Examples: DiscreteHedging.cpp, EquityOption.cpp, and Replication.cpp.
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.
PlainVanillaPayoff(3) is an alias of QuantLib_PlainVanillaPayoff(3).