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<title>QuantLib: GapPayoff Class Reference</title>
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<a class="el" href="namespace_quant_lib.html">QuantLib</a>::<a class="el" href="class_quant_lib_1_1_gap_payoff.html">GapPayoff</a></div>
<h1>GapPayoff Class Reference</h1><!-- doxytag: class="QuantLib::GapPayoff" --><!-- doxytag: inherits="QuantLib::StrikedTypePayoff" --><code>#include <ql/instruments/payoffs.hpp></code>
<p>
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Inheritance diagram for GapPayoff:</div>
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<p><center><img src="class_quant_lib_1_1_gap_payoff__inherit__graph.png" border="0" usemap="#_gap_payoff__inherit__map" alt="Inheritance graph"></center>
<map name="_gap_payoff__inherit__map">
<area shape="rect" href="class_quant_lib_1_1_striked_type_payoff.html" title="Intermediate class for payoffs based on a fixed strike." alt="" coords="5,7,144,33"></map>
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<a href="class_quant_lib_1_1_gap_payoff-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
Binary gap payoff.
<p>
This payoff is equivalent to being a) long a <a class="el" href="class_quant_lib_1_1_plain_vanilla_payoff.html" title="Plain-vanilla payoff.">PlainVanillaPayoff</a> at the first strike (same Call/Put type) and b) short a <a class="el" href="class_quant_lib_1_1_cash_or_nothing_payoff.html" title="Binary cash-or-nothing payoff.">CashOrNothingPayoff</a> at the first strike (same Call/Put type) with cash payoff equal to the difference between the second and the first strike. <dl compact><dt><b><a class="el" href="caveats.html#_caveats000045">Warning:</a></b></dt><dd>this payoff can be negative depending on the strikes </dd></dl>
<table border="0" cellpadding="0" cellspacing="0">
<tr><td></td></tr>
<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="61e617f8776a667df0f92aa7913641ec"></a><!-- doxytag: member="QuantLib::GapPayoff::GapPayoff" ref="61e617f8776a667df0f92aa7913641ec" args="(Option::Type type, Real strike, Real secondStrike)" -->
</td><td class="memItemRight" valign="bottom"><b>GapPayoff</b> (Option::Type type, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> strike, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> secondStrike)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="64eedb2ee7b46110f6c2b5e6d3ed025e"></a><!-- doxytag: member="QuantLib::GapPayoff::secondStrike" ref="64eedb2ee7b46110f6c2b5e6d3ed025e" args="() const " -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>secondStrike</b> () const </td></tr>
<tr><td colspan="2"><div class="groupHeader">Payoff interface</div></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">std::string </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_gap_payoff.html#37627d5d5bba7f4a8690c71c2ab3cb07">name</a> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7b5000e45c1386c4e56ef650f6b0ef5b"></a><!-- doxytag: member="QuantLib::GapPayoff::description" ref="7b5000e45c1386c4e56ef650f6b0ef5b" args="() const " -->
std::string </td><td class="memItemRight" valign="bottom"><b>description</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8e9eb08690dcc10907f3eceb76e90bbe"></a><!-- doxytag: member="QuantLib::GapPayoff::operator()" ref="8e9eb08690dcc10907f3eceb76e90bbe" args="(Real price) const " -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>operator()</b> (<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> price) const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="896099363a2a409d2485c3ce9e4e4265"></a><!-- doxytag: member="QuantLib::GapPayoff::accept" ref="896099363a2a409d2485c3ce9e4e4265" args="(AcyclicVisitor &)" -->
virtual void </td><td class="memItemRight" valign="bottom"><b>accept</b> (<a class="el" href="class_quant_lib_1_1_acyclic_visitor.html">AcyclicVisitor</a> &)</td></tr>
<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="41d41bf0e3428293d076ce1f4314bf98"></a><!-- doxytag: member="QuantLib::GapPayoff::secondStrike_" ref="41d41bf0e3428293d076ce1f4314bf98" args="" -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>secondStrike_</b></td></tr>
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<hr><h2>Member Function Documentation</h2>
<a class="anchor" name="37627d5d5bba7f4a8690c71c2ab3cb07"></a><!-- doxytag: member="QuantLib::GapPayoff::name" ref="37627d5d5bba7f4a8690c71c2ab3cb07" args="() const " -->
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<td class="memname">std::string name </td>
<td>(</td>
<td class="paramname"> </td>
<td> ) </td>
<td width="100%"> const<code> [virtual]</code></td>
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<p>
<dl compact><dt><b><a class="el" href="caveats.html#_caveats000072">Warning:</a></b></dt><dd>This method is used for output and comparison between payoffs. It is <b>not</b> meant to be used for writing switch-on-type code. </dd></dl>
<p>Implements <a class="el" href="class_quant_lib_1_1_payoff.html#7f04e718c6856c4d3d77a496b6acad0d">Payoff</a>.</p>
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