1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130
|
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
<html>
<head>
<meta http-equiv="Content-Type" content="text/html;charset=UTF-8">
<meta name="robots" content="none">
<title>QuantLib: Payoff Class Reference</title>
<link rel="stylesheet" href="quantlib.css" type="text/css">
<link rel="stylesheet" href="print.css" type="text/css" media="print">
<link rel="shortcut icon" href="favicon.ico" type="image/x-icon">
<link rel="icon" href="favicon.ico" type="image/x-icon">
</head>
<body>
<div id="container">
<div id="header">
<img class="titleimage"
src="QL-title.jpg" width="212" height="47" border="0"
alt="QuantLib">
<br>
<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
</div>
<div id="menu">
<h3 class="navbartitle">Version 0.9.0</h3>
<hr>
<h3 class="navbartitle">Getting started</h3>
<ul class="navbarlist">
<li class="navlink"><a href="index.html">Introduction</a></li>
<li class="navlink"><a href="overview.html">Project overview</a></li>
<li class="navlink"><a href="where.html">Where to get QuantLib</a></li>
<li class="navlink"><a href="install.html">Installation</a></li>
<li class="navlink"><a href="config.html">Configuration</a></li>
<li class="navlink"><a href="usage.html">Usage</a></li>
<li class="navlink"><a href="history.html">Version history</a></li>
<li class="navlink"><a href="resources.html">Additional resources</a></li>
<li class="navlink"><a href="group.html">The QuantLib group</a></li>
<li class="navlink"><a href="license.html">Copyright and license</a></li>
</ul>
<hr>
<h3 class="navbartitle">Reference manual</h3>
<ul class="navbarlist">
<li class="navlink"><a href="modules.html">Modules</a></li>
<li class="navlink"><a href="hierarchy.html">Class Hierarchy</a></li>
<li class="navlink"><a href="annotated.html">Compound List</a></li>
<li class="navlink"><a href="files.html">File List</a></li>
<li class="navlink"><a href="functions.html">Compound Members</a></li>
<li class="navlink"><a href="globals.html">File Members</a></li>
<li class="navlink"><a href="bug.html">Known Bugs</a></li>
<li class="navlink"><a href="caveats.html">Caveats</a></li>
<li class="navlink"><a href="test.html">Test Suite</a></li>
<li class="navlink"><a href="examples.html">Examples</a></li>
</ul>
</div>
<div id="content">
<!--Doxygen-generated content-->
<!-- Generated by Doxygen 1.5.4 -->
<div class="nav">
<a class="el" href="namespace_quant_lib.html">QuantLib</a>::<a class="el" href="class_quant_lib_1_1_payoff.html">Payoff</a></div>
<h1>Payoff Class Reference</h1><!-- doxytag: class="QuantLib::Payoff" --><!-- doxytag: inherits="std::unary_function" --><code>#include <ql/payoff.hpp></code>
<p>
<div class="dynheader">
Inheritance diagram for Payoff:</div>
<div class="dynsection">
<p><center><img src="class_quant_lib_1_1_payoff__inherit__graph.png" border="0" usemap="#_payoff__inherit__map" alt="Inheritance graph"></center>
<map name="_payoff__inherit__map">
<area shape="rect" href="class_quant_lib_1_1_double_sticky_ratchet_payoff.html" title="Intermediate class for single/double sticky/ratchet payoffs." alt="" coords="5,84,205,111"><area shape="rect" href="class_quant_lib_1_1_forward_type_payoff.html" title="Class for forward type payoffs." alt="" coords="229,84,376,111"><area shape="rect" href="class_quant_lib_1_1_type_payoff.html" title="Intermediate class for put/call payoffs." alt="" coords="400,84,493,111"></map>
<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
<p>
<a href="class_quant_lib_1_1_payoff-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
Abstract base class for option payoffs. <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 colspan="2"><div class="groupHeader">Payoff interface</div></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual std::string </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_payoff.html#7f04e718c6856c4d3d77a496b6acad0d">name</a> () const =0</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="77d7003fa5d2e29669371413d5662141"></a><!-- doxytag: member="QuantLib::Payoff::description" ref="77d7003fa5d2e29669371413d5662141" args="() const =0" -->
virtual std::string </td><td class="memItemRight" valign="bottom"><b>description</b> () const =0</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6d8b8d4f6c9e7904c5de2786903518b6"></a><!-- doxytag: member="QuantLib::Payoff::operator()" ref="6d8b8d4f6c9e7904c5de2786903518b6" args="(Real price) const =0" -->
virtual <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 =0</td></tr>
<tr><td colspan="2"><div class="groupHeader">Visitability</div></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1d7eaf2f5dccce1c7781b54d64ba4a07"></a><!-- doxytag: member="QuantLib::Payoff::accept" ref="1d7eaf2f5dccce1c7781b54d64ba4a07" 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>
</table>
<hr><h2>Member Function Documentation</h2>
<a class="anchor" name="7f04e718c6856c4d3d77a496b6acad0d"></a><!-- doxytag: member="QuantLib::Payoff::name" ref="7f04e718c6856c4d3d77a496b6acad0d" args="() const =0" -->
<div class="memitem">
<div class="memproto">
<table class="memname">
<tr>
<td class="memname">virtual std::string name </td>
<td>(</td>
<td class="paramname"> </td>
<td> ) </td>
<td width="100%"> const<code> [pure virtual]</code></td>
</tr>
</table>
</div>
<div class="memdoc">
<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>Implemented in <a class="el" href="class_quant_lib_1_1_forward_type_payoff.html#37627d5d5bba7f4a8690c71c2ab3cb07">ForwardTypePayoff</a>, <a class="el" href="class_quant_lib_1_1_floating_type_payoff.html#37627d5d5bba7f4a8690c71c2ab3cb07">FloatingTypePayoff</a>, <a class="el" href="class_quant_lib_1_1_plain_vanilla_payoff.html#37627d5d5bba7f4a8690c71c2ab3cb07">PlainVanillaPayoff</a>, <a class="el" href="class_quant_lib_1_1_percentage_strike_payoff.html#37627d5d5bba7f4a8690c71c2ab3cb07">PercentageStrikePayoff</a>, <a class="el" href="class_quant_lib_1_1_asset_or_nothing_payoff.html#37627d5d5bba7f4a8690c71c2ab3cb07">AssetOrNothingPayoff</a>, <a class="el" href="class_quant_lib_1_1_cash_or_nothing_payoff.html#37627d5d5bba7f4a8690c71c2ab3cb07">CashOrNothingPayoff</a>, <a class="el" href="class_quant_lib_1_1_gap_payoff.html#37627d5d5bba7f4a8690c71c2ab3cb07">GapPayoff</a>, <a class="el" href="class_quant_lib_1_1_super_fund_payoff.html#37627d5d5bba7f4a8690c71c2ab3cb07">SuperFundPayoff</a>, <a class="el" href="class_quant_lib_1_1_super_share_payoff.html#37627d5d5bba7f4a8690c71c2ab3cb07">SuperSharePayoff</a>, <a class="el" href="class_quant_lib_1_1_double_sticky_ratchet_payoff.html#37627d5d5bba7f4a8690c71c2ab3cb07">DoubleStickyRatchetPayoff</a>, <a class="el" href="class_quant_lib_1_1_ratchet_payoff.html#37627d5d5bba7f4a8690c71c2ab3cb07">RatchetPayoff</a>, <a class="el" href="class_quant_lib_1_1_sticky_payoff.html#37627d5d5bba7f4a8690c71c2ab3cb07">StickyPayoff</a>, <a class="el" href="class_quant_lib_1_1_ratchet_max_payoff.html#37627d5d5bba7f4a8690c71c2ab3cb07">RatchetMaxPayoff</a>, <a class="el" href="class_quant_lib_1_1_ratchet_min_payoff.html#37627d5d5bba7f4a8690c71c2ab3cb07">RatchetMinPayoff</a>, <a class="el" href="class_quant_lib_1_1_sticky_max_payoff.html#37627d5d5bba7f4a8690c71c2ab3cb07">StickyMaxPayoff</a>, and <a class="el" href="class_quant_lib_1_1_sticky_min_payoff.html#37627d5d5bba7f4a8690c71c2ab3cb07">StickyMinPayoff</a>.</p>
</div>
</div><p>
</div>
<div class="footer">
<div class="endmatter">
Documentation generated by
<a href="http://www.doxygen.org">Doxygen</a> 1.5.4
</div>
</div>
</div>
</body>
</html>
|