QuantLib_PlainVanillaPayoff (3) - Linux Manuals

QuantLib_PlainVanillaPayoff: Plain-vanilla payoff.

NAME

QuantLib::PlainVanillaPayoff - Plain-vanilla payoff.

SYNOPSIS

#include <ql/instruments/payoffs.hpp>

Inherits QuantLib::StrikedTypePayoff.

Public Member Functions

PlainVanillaPayoff (Option::Type type, Real strike)

Payoff interface

std::string name () const

Real operator() (Real price) const

virtual void accept (AcyclicVisitor &)

Detailed Description

Plain-vanilla payoff.

Examples:

DiscreteHedging.cpp, EquityOption.cpp, and Replication.cpp.

Member Function Documentation

std::string name () const [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.

Implements Payoff.

Author

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