BasketPayoff Class Reference

#include <basketoption.hpp>

Inheritance diagram for BasketPayoff:

Collaboration diagram for BasketPayoff:

Public Member Functions
	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
ext::shared_ptr< Payoff >	basePayoff_

Detailed Description

Definition at line 36 of file basketoption.hpp.

Constructor & Destructor Documentation

BasketPayoff()

BasketPayoff ( ext::shared_ptr< Payoff >  p )

explicit

Definition at line 40 of file basketoption.hpp.

~BasketPayoff()

~BasketPayoff ( )

overridedefault

Member Function Documentation

name()

std::string name ( ) const

overridevirtual

Warning:

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.

Definition at line 42 of file basketoption.hpp.

description()

std::string description ( ) const

overridevirtual

Implements Payoff.

Definition at line 43 of file basketoption.hpp.

operator()() [1/2]

Real operator() ( Real  price ) const

overridevirtual

Implements Payoff.

Definition at line 44 of file basketoption.hpp.

operator()() [2/2]

virtual Real operator() ( const Array &  a ) const

virtual

Definition at line 45 of file basketoption.hpp.

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accumulate()

virtual Real accumulate ( const Array &  a ) const

pure virtual

Implemented in MinBasketPayoff, MaxBasketPayoff, AverageBasketPayoff, and SpreadBasketPayoff.

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basePayoff()

ext::shared_ptr< Payoff > basePayoff

(

)

Definition at line 49 of file basketoption.hpp.

Member Data Documentation

basePayoff_

ext::shared_ptr<Payoff> basePayoff_

private

Definition at line 38 of file basketoption.hpp.