StrikedTypePayoff

NAME

StrikedTypePayoff − Intermediate class for payoffs based on a fixed strike.

SYNOPSIS

#include <ql/instruments/payoffs.hpp>

Inherits TypePayoff.

Inherited by AssetOrNothingPayoff, CashOrNothingPayoff, GapPayoff, PercentageStrikePayoff, PlainVanillaPayoff, SuperFundPayoff, and SuperSharePayoff.

Public Member Functions

Real strike () const

Payoff interface

std::string description () const

Protected Member Functions

StrikedTypePayoff (Option::Type type, Real strike)

Protected Attributes

Real strike_

Detailed Description

Intermediate class for payoffs based on a fixed strike.

Author

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