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PlainVanillaPayoff

NAME

PlainVanillaPayoff −

Plain-vanilla payoff.

SYNOPSIS

#include <ql/instruments/payoffs.hpp>

Inherits 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

Generated automatically by Doxygen for QuantLib from the source code.

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