PathPayoff Class Reference

Abstract base class for path-dependent option payoffs. More...

#include <ql/experimental/mcbasket/pathpayoff.hpp>

Public Member Functions
Payoff interface
virtual std::string	name () const =0
virtual std::string	description () const =0
virtual void	value (const Matrix &path, const std::vector< Handle< YieldTermStructure > > &forwardTermStructures, Array &payments, Array &exercises, std::vector< Array > &states) const =0
virtual Size	basisSystemDimension () const =0
Visitability
virtual void	accept (AcyclicVisitor &)

Detailed Description

Abstract base class for path-dependent option payoffs.

Member Function Documentation

name()

virtual std::string name ( ) const

pure virtual

Warning

This method is used for output and comparison between payoffs. It is not meant to be used for writing switch-on-type code.