#include <basketoption.hpp>
Inheritance diagram for AverageBasketPayoff:
Collaboration diagram for AverageBasketPayoff:
Public Member Functions | |
| AverageBasketPayoff (const ext::shared_ptr< Payoff > &p, Array weights) | |
| AverageBasketPayoff (const ext::shared_ptr< Payoff > &p, Size n) | |
| Real | accumulate (const Array &a) const override |
| const Array & | weights () const |
| Public Member Functions inherited from BasketPayoff | |
| BasketPayoff (ext::shared_ptr< Payoff > p) | |
| ~BasketPayoff () override=default | |
| std::string | name () const override |
| std::string | description () const override |
| Real | operator() (Real price) const override |
| virtual Real | operator() (const Array &a) const |
| virtual Real | accumulate (const Array &a) const =0 |
| ext::shared_ptr< Payoff > | basePayoff () |
| Public Member Functions inherited from Payoff | |
| virtual | ~Payoff ()=default |
| virtual void | accept (AcyclicVisitor &) |
Private Attributes | |
| Array | weights_ |
Detailed Description
Definition at line 70 of file basketoption.hpp.
Constructor & Destructor Documentation
◆ AverageBasketPayoff() [1/2]
| AverageBasketPayoff | ( | const ext::shared_ptr< Payoff > & | p, |
| Array | weights | ||
| ) |
Definition at line 72 of file basketoption.hpp.
◆ AverageBasketPayoff() [2/2]
| AverageBasketPayoff | ( | const ext::shared_ptr< Payoff > & | p, |
| Size | n | ||
| ) |
Definition at line 74 of file basketoption.hpp.
Member Function Documentation
◆ accumulate()
Implements BasketPayoff.
Definition at line 77 of file basketoption.hpp.
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◆ weights()
| const Array & weights | ( | ) | const |
Definition at line 83 of file basketoption.hpp.
Member Data Documentation
◆ weights_
|
private |
Definition at line 86 of file basketoption.hpp.