File: class_quant_lib_1_1_striked_type_payoff.html

package info (click to toggle)
quantlib-refman-html 0.9.0-1
  • links: PTS
  • area: main
  • in suites: lenny
  • size: 60,592 kB
  • ctags: 7,595
  • sloc: makefile: 30
file content (108 lines) | stat: -rw-r--r-- 6,600 bytes parent folder | download
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
<!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: StrikedTypePayoff 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_striked_type_payoff.html">StrikedTypePayoff</a></div>
<h1>StrikedTypePayoff Class Reference</h1><!-- doxytag: class="QuantLib::StrikedTypePayoff" --><!-- doxytag: inherits="QuantLib::TypePayoff" --><code>#include &lt;ql/instruments/payoffs.hpp&gt;</code>
<p>
<div class="dynheader">
Inheritance diagram for StrikedTypePayoff:</div>
<div class="dynsection">
<p><center><img src="class_quant_lib_1_1_striked_type_payoff__inherit__graph.png" border="0" usemap="#_striked_type_payoff__inherit__map" alt="Inheritance graph"></center>
<map name="_striked_type_payoff__inherit__map">
<area shape="rect" href="class_quant_lib_1_1_asset_or_nothing_payoff.html" title="Binary asset&#45;or&#45;nothing payoff." alt="" coords="339,5,507,32"><area shape="rect" href="class_quant_lib_1_1_cash_or_nothing_payoff.html" title="Binary cash&#45;or&#45;nothing payoff." alt="" coords="340,56,505,83"><area shape="rect" href="class_quant_lib_1_1_gap_payoff.html" title="Binary gap payoff." alt="" coords="377,107,468,133"><area shape="rect" href="class_quant_lib_1_1_percentage_strike_payoff.html" title="Payoff with strike expressed as percentage" alt="" coords="335,157,511,184"><area shape="rect" href="class_quant_lib_1_1_plain_vanilla_payoff.html" title="Plain&#45;vanilla payoff." alt="" coords="355,208,491,235"><area shape="rect" href="class_quant_lib_1_1_super_fund_payoff.html" title="Binary supershare and superfund payoffs." alt="" coords="356,259,489,285"><area shape="rect" href="class_quant_lib_1_1_super_share_payoff.html" title="Binary supershare payoff." alt="" coords="352,309,493,336"><area shape="rect" href="class_quant_lib_1_1_type_payoff.html" title="Intermediate class for put/call payoffs." alt="" coords="5,157,99,184"></map>
<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>

<p>
<a href="class_quant_lib_1_1_striked_type_payoff-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
Intermediate class for payoffs based on a fixed strike. <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="fec468d37c982a37d0f403c629756770"></a><!-- doxytag: member="QuantLib::StrikedTypePayoff::StrikedTypePayoff" ref="fec468d37c982a37d0f403c629756770" args="(Option::Type type, Real strike)" -->
&nbsp;</td><td class="memItemRight" valign="bottom"><b>StrikedTypePayoff</b> (Option::Type type, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> strike)</td></tr>

<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d7c02470d5002728533aa20843a1bd78"></a><!-- doxytag: member="QuantLib::StrikedTypePayoff::strike" ref="d7c02470d5002728533aa20843a1bd78" args="() const " -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>&nbsp;</td><td class="memItemRight" valign="bottom"><b>strike</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"><a class="anchor" name="7b5000e45c1386c4e56ef650f6b0ef5b"></a><!-- doxytag: member="QuantLib::StrikedTypePayoff::description" ref="7b5000e45c1386c4e56ef650f6b0ef5b" args="() const " -->
std::string&nbsp;</td><td class="memItemRight" valign="bottom"><b>description</b> () const </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="f4df09cd4cbe06f6558dc5777c23e106"></a><!-- doxytag: member="QuantLib::StrikedTypePayoff::strike_" ref="f4df09cd4cbe06f6558dc5777c23e106" args="" -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>&nbsp;</td><td class="memItemRight" valign="bottom"><b>strike_</b></td></tr>

</table>

</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>