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<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
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<li class="navelem"><b>QuantLib</b> </li>
<li class="navelem"><a class="el" href="class_quant_lib_1_1_payoff.html">Payoff</a> </li>
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<div class="title">Payoff Class Reference</div> </div>
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<!-- doxytag: class="QuantLib::Payoff" --><!-- doxytag: inherits="std::unary_function" -->
<p>Abstract base class for option payoffs.
<a href="class_quant_lib_1_1_payoff.html#details">More...</a></p>
<p><code>#include <ql/payoff.hpp></code></p>
<div class="dynheader">
Inheritance diagram for Payoff:</div>
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<div class="center"><img src="class_quant_lib_1_1_payoff__inherit__graph.png" border="0" usemap="#_payoff_inherit__map" alt="Inheritance graph"/></div>
<map name="_payoff_inherit__map" id="_payoff_inherit__map">
<area shape="rect" id="node3" href="class_quant_lib_1_1_double_sticky_ratchet_payoff.html" title="Intermediate class for single/double sticky/ratchet payoffs." alt="" coords="5,86,184,117"/><area shape="rect" id="node5" href="class_quant_lib_1_1_forward_type_payoff.html" title="Class for forward type payoffs." alt="" coords="208,86,339,117"/><area shape="rect" id="node7" href="class_quant_lib_1_1_null_payoff.html" title="Dummy payoff class." alt="" coords="363,86,440,117"/><area shape="rect" id="node9" href="class_quant_lib_1_1_type_payoff.html" title="Intermediate class for put/call payoffs." alt="" coords="464,86,549,117"/></map>
<center><span class="legend">[<a href="graph_legend.html">legend</a>]</span></center></div>
<p><a href="class_quant_lib_1_1_payoff-members.html">List of all members.</a></p>
<table class="memberdecls">
<tr><td colspan="2"><h2><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr><td colspan="2"><div class="groupHeader">Payoff interface</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">virtual std::string </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_payoff.html#a7f04e718c6856c4d3d77a496b6acad0d">name</a> () const =0</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a77d7003fa5d2e29669371413d5662141"></a><!-- doxytag: member="QuantLib::Payoff::description" ref="a77d7003fa5d2e29669371413d5662141" args="() const =0" -->
virtual std::string </td><td class="memItemRight" valign="bottom"><b>description</b> () const =0</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a6d8b8d4f6c9e7904c5de2786903518b6"></a><!-- doxytag: member="QuantLib::Payoff::operator()" ref="a6d8b8d4f6c9e7904c5de2786903518b6" args="(Real price) const =0" -->
virtual <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>operator()</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> price) const =0</td></tr>
<tr><td colspan="2"><div class="groupHeader">Visitability</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1d7eaf2f5dccce1c7781b54d64ba4a07"></a><!-- doxytag: member="QuantLib::Payoff::accept" ref="a1d7eaf2f5dccce1c7781b54d64ba4a07" 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>
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<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>Abstract base class for option payoffs. </p>
</div><hr/><h2>Member Function Documentation</h2>
<a class="anchor" id="a7f04e718c6856c4d3d77a496b6acad0d"></a><!-- doxytag: member="QuantLib::Payoff::name" ref="a7f04e718c6856c4d3d77a496b6acad0d" args="() const =0" -->
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<td class="memname">virtual std::string <a class="el" href="class_quant_lib_1_1_payoff.html#a7f04e718c6856c4d3d77a496b6acad0d">name</a> </td>
<td>(</td>
<td class="paramname"></td><td>)</td>
<td> const<code> [pure virtual]</code></td>
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<dl class="caveats"><dt><b><a class="el" href="caveats.html#_caveats000087">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_super_share_payoff.html#a37627d5d5bba7f4a8690c71c2ab3cb07">SuperSharePayoff</a>, <a class="el" href="class_quant_lib_1_1_super_fund_payoff.html#a37627d5d5bba7f4a8690c71c2ab3cb07">SuperFundPayoff</a>, <a class="el" href="class_quant_lib_1_1_gap_payoff.html#a37627d5d5bba7f4a8690c71c2ab3cb07">GapPayoff</a>, <a class="el" href="class_quant_lib_1_1_sticky_min_payoff.html#a37627d5d5bba7f4a8690c71c2ab3cb07">StickyMinPayoff</a>, <a class="el" href="class_quant_lib_1_1_cash_or_nothing_payoff.html#a37627d5d5bba7f4a8690c71c2ab3cb07">CashOrNothingPayoff</a>, <a class="el" href="class_quant_lib_1_1_forward_type_payoff.html#a37627d5d5bba7f4a8690c71c2ab3cb07">ForwardTypePayoff</a>, <a class="el" href="class_quant_lib_1_1_sticky_max_payoff.html#a37627d5d5bba7f4a8690c71c2ab3cb07">StickyMaxPayoff</a>, <a class="el" href="class_quant_lib_1_1_asset_or_nothing_payoff.html#a37627d5d5bba7f4a8690c71c2ab3cb07">AssetOrNothingPayoff</a>, <a class="el" href="class_quant_lib_1_1_ratchet_min_payoff.html#a37627d5d5bba7f4a8690c71c2ab3cb07">RatchetMinPayoff</a>, <a class="el" href="class_quant_lib_1_1_percentage_strike_payoff.html#a37627d5d5bba7f4a8690c71c2ab3cb07">PercentageStrikePayoff</a>, <a class="el" href="class_quant_lib_1_1_plain_vanilla_payoff.html#a37627d5d5bba7f4a8690c71c2ab3cb07">PlainVanillaPayoff</a>, <a class="el" href="class_quant_lib_1_1_ratchet_max_payoff.html#a37627d5d5bba7f4a8690c71c2ab3cb07">RatchetMaxPayoff</a>, <a class="el" href="class_quant_lib_1_1_sticky_payoff.html#a37627d5d5bba7f4a8690c71c2ab3cb07">StickyPayoff</a>, <a class="el" href="class_quant_lib_1_1_floating_type_payoff.html#a37627d5d5bba7f4a8690c71c2ab3cb07">FloatingTypePayoff</a>, <a class="el" href="class_quant_lib_1_1_ratchet_payoff.html#a37627d5d5bba7f4a8690c71c2ab3cb07">RatchetPayoff</a>, <a class="el" href="class_quant_lib_1_1_double_sticky_ratchet_payoff.html#a37627d5d5bba7f4a8690c71c2ab3cb07">DoubleStickyRatchetPayoff</a>, and <a class="el" href="class_quant_lib_1_1_null_payoff.html#a37627d5d5bba7f4a8690c71c2ab3cb07">NullPayoff</a>.</p>
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