PercentageStrikePayoff

NAME

PercentageStrikePayoff −

Payoff with strike expressed as percentage

SYNOPSIS

#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 &)

Detailed Description

Payoff with strike expressed as percentage

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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