Abstract base class for option payoffs. More...
#include <ql/payoff.hpp>
Inheritance diagram for Payoff:Public Member Functions | |
Payoff interface | |
| virtual std::string | name () const =0 |
| virtual std::string | description () const =0 |
| virtual Real | operator() (Real price) const =0 |
Visitability | |
| virtual void | accept (AcyclicVisitor &) |
Abstract base class for option payoffs.
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pure virtual |
Implemented in SuperSharePayoff, SuperFundPayoff, GapPayoff, StickyMinPayoff, CashOrNothingPayoff, ForwardTypePayoff, StickyMaxPayoff, AssetOrNothingPayoff, RatchetMinPayoff, PercentageStrikePayoff, PlainVanillaPayoff, RatchetMaxPayoff, StickyPayoff, FloatingTypePayoff, RatchetPayoff, DoubleStickyRatchetPayoff, and NullPayoff.