QuantLib_SuperSharePayoff man page

SuperSharePayoff — Binary supershare payoff.  


#include <ql/instruments/payoffs.hpp>

Inherits StrikedTypePayoff.

Public Member Functions

SuperSharePayoff (Real strike, Real secondStrike, Real cashPayoff)
Real secondStrike () const
Real cashPayoff () const

Payoff interface

std::string name () const
std::string description () const
Real operator() (Real price) const
virtual void accept (AcyclicVisitor &)

Protected Attributes

Real secondStrike_
Real cashPayoff_

Additional Inherited Members

Detailed Description

Binary supershare payoff.

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

The man page SuperSharePayoff(3) is an alias of QuantLib_SuperSharePayoff(3).

Mon Apr 30 2018 Version 1.12.1 QuantLib