QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
Public Types | List of all members
Payoff Class Referenceabstract

Abstract base class for option payoffs. More...

#include <ql/payoff.hpp>

+ Inheritance diagram for Payoff:

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 &)
 

Detailed Description

Abstract base class for option payoffs.

Member Function Documentation

◆ name()

virtual std::string name ( ) const
pure virtual