PercentageStrikePayoff −
Payoff with strike expressed as percentage
#include <ql/instruments/payoffs.hpp>
Inherits StrikedTypePayoff.
Public Member Functions
PercentageStrikePayoff (Option::Type type, Real moneyness)
Payoff interface
std::string name () const
Real operator() (Real price) const
virtual void accept (AcyclicVisitor &)
Payoff with strike expressed as percentage
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.
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