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