QuantLib_PlainVanillaPayoff man page

PlainVanillaPayoff — Plain-vanilla payoff.


#include <ql/instruments/payoffs.hpp>

Inherits StrikedTypePayoff.

Public Member Functions

PlainVanillaPayoff (Option::Type type, Real strike)

Payoff interface

std::string name () const

Real operator() (Real price) const

virtual void accept (AcyclicVisitor &)

Additional Inherited Members

Detailed Description

Plain-vanilla payoff.

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.

Implements Payoff.


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Referenced By

PlainVanillaPayoff(3) is an alias of QuantLib_PlainVanillaPayoff(3).

QuantLib Version 1.8.1 Fri Sep 23 2016