Abstract base class for option payoffs. More...
#include <ql/payoff.hpp>
Public Types | |
typedef Real | argument_type |
typedef Real | result_type |
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 StickyMinPayoff, StickyMaxPayoff, RatchetMinPayoff, RatchetMaxPayoff, StickyPayoff, RatchetPayoff, DoubleStickyRatchetPayoff, SuperSharePayoff, SuperFundPayoff, GapPayoff, CashOrNothingPayoff, AssetOrNothingPayoff, PercentageStrikePayoff, PlainVanillaPayoff, FloatingTypePayoff, NullPayoff, and ForwardTypePayoff.