Payoff Class Reference

Abstract base class for option payoffs. More...

#include <ql/payoff.hpp>

Inheritance diagram for Payoff:

Public Member Functions
Payoff interface
virtual std::string	name () const =0
virtual std::string	description () const =0
virtual Real	operator() (Real price) const =0
Visitability
virtual void	accept (AcyclicVisitor &)

Detailed Description

Abstract base class for 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.

Implemented in AssetOrNothingPayoff, CashOrNothingPayoff, DoubleStickyRatchetPayoff, FloatingTypePayoff, ForwardTypePayoff, GapPayoff, NullPayoff, PercentageStrikePayoff, PlainVanillaPayoff, RatchetMaxPayoff, RatchetMinPayoff, RatchetPayoff, StickyMaxPayoff, StickyMinPayoff, StickyPayoff, SuperFundPayoff, and SuperSharePayoff.