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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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This is the complete list of members for GapPayoff, including all inherited members.
| accept(AcyclicVisitor &) override | GapPayoff | virtual |
| description() const override | GapPayoff | virtual |
| GapPayoff(Option::Type type, Real strike, Real secondStrike) | GapPayoff | |
| name() const override | GapPayoff | virtual |
| operator()(Real price) const override | GapPayoff | virtual |
| optionType() const | TypePayoff | |
| secondStrike() const | GapPayoff | |
| secondStrike_ | GapPayoff | protected |
| strike() const | StrikedTypePayoff | |
| strike_ | StrikedTypePayoff | protected |
| StrikedTypePayoff(Option::Type type, Real strike) | StrikedTypePayoff | protected |
| type_ | TypePayoff | protected |
| TypePayoff(Option::Type type) | TypePayoff | explicitprotected |
| ~Payoff()=default | Payoff | virtual |