PlainVanillaPayoff Class Reference

Plain-vanilla payoff. More...

#include <ql/instruments/payoffs.hpp>

Inheritance diagram for PlainVanillaPayoff:

Public Member Functions
	PlainVanillaPayoff (Option::Type type, Real strike)
Payoff interface
std::string	name () const
Real	operator() (Real price) const
virtual void	accept (AcyclicVisitor &)
Public Member Functions inherited from StrikedTypePayoff
std::string	description () const
Real	strike () const
Public Member Functions inherited from TypePayoff
Option::Type	optionType () const
Payoff interface
Visitability

Additional Inherited Members
Public Types inherited from Payoff
typedef Real	argument_type
typedef Real	result_type
Protected Member Functions inherited from StrikedTypePayoff
	StrikedTypePayoff (Option::Type type, Real strike)
Protected Member Functions inherited from TypePayoff
	TypePayoff (Option::Type type)
Protected Attributes inherited from StrikedTypePayoff
Real	strike_
Protected Attributes inherited from TypePayoff
Option::Type	type_

Detailed Description

Plain-vanilla payoff.

Examples

DiscreteHedging.cpp, EquityOption.cpp, and Replication.cpp.

Member Function Documentation

name()

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.