QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.12
Public Member Functions | Protected Member Functions | Protected Attributes | List of all members
TypePayoff Class Reference

Intermediate class for put/call payoffs. More...

#include <ql/instruments/payoffs.hpp>

+ Inheritance diagram for TypePayoff:

Public Member Functions

Option::Type optionType () const
 
Payoff interface
std::string description () const
 
- Public Member Functions inherited from Payoff
virtual std::string name () const =0
 
virtual Real operator() (Real price) const =0
 
virtual void accept (AcyclicVisitor &)
 

Protected Member Functions

 TypePayoff (Option::Type type)
 

Protected Attributes

Option::Type type_
 

Detailed Description

Intermediate class for put/call payoffs.