Payoff based on a floating strike More...
#include <ql/instruments/payoffs.hpp>
Public Member Functions | |
FloatingTypePayoff (Option::Type type) | |
Payoff interface | |
std::string | name () const |
Real | operator() (Real price, Real strike) const |
Real | operator() (Real price) const |
virtual void | accept (AcyclicVisitor &) |
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Option::Type | optionType () const |
std::string | description () const |
Payoff interface | |
Visitability |
Additional Inherited Members | |
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typedef Real | argument_type |
typedef Real | result_type |
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TypePayoff (Option::Type type) | |
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Option::Type | type_ |
Payoff based on a floating strike