QuantLib_StrikedTypePayoff man page

StrikedTypePayoff — Intermediate class for payoffs based on a fixed strike.

Synopsis

#include <ql/instruments/payoffs.hpp>

Inherits TypePayoff.

Inherited by AssetOrNothingPayoff, CashOrNothingPayoff, GapPayoff, PercentageStrikePayoff, PlainVanillaPayoff, SuperFundPayoff, and SuperSharePayoff.

Public Member Functions

Real strike () const

Payoff interface

std::string description () const

Protected Member Functions

StrikedTypePayoff (Option::Type type, Real strike)

Protected Attributes

Real strike_

Detailed Description

Intermediate class for payoffs based on a fixed strike.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

StrikedTypePayoff(3) is an alias of QuantLib_StrikedTypePayoff(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib