FloatingTypePayoff Class Reference

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_
 

Detailed Description

Payoff based on a floating strike

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.