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<div id="projectbrief">A free/open-source library for quantitative finance</div>
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<li class="navelem"><a class="el" href="namespace_quant_lib.html">QuantLib</a></li><li class="navelem"><a class="el" href="class_quant_lib_1_1_payoff.html">Payoff</a></li> </ul>
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<div class="title">Payoff Class Reference<span class="mlabels"><span class="mlabel">abstract</span></span></div> </div>
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<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>
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<img id="dynsection-0-trigger" src="closed.png" alt="+"/> 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="#a_payoff_inherit__map" alt="Inheritance graph"/></div>
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<area shape="rect" title="Abstract base class for option payoffs." alt="" coords="5,233,65,260"/>
<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="113,157,297,184"/>
<area shape="rect" href="class_quant_lib_1_1_forward_type_payoff.html" title="Class for forward type payoffs." alt="" coords="138,208,273,235"/>
<area shape="rect" href="class_quant_lib_1_1_null_payoff.html" title="Dummy payoff class." alt="" coords="164,259,247,285"/>
<area shape="rect" href="class_quant_lib_1_1_type_payoff.html" title="Intermediate class for put/call payoffs." alt="" coords="161,309,249,336"/>
<area shape="rect" href="class_quant_lib_1_1_ratchet_max_payoff.html" title="RatchetMax payoff (double option)" alt="" coords="347,5,478,32"/>
<area shape="rect" href="class_quant_lib_1_1_ratchet_min_payoff.html" title="RatchetMin payoff (double option)" alt="" coords="349,56,476,83"/>
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<area shape="rect" href="class_quant_lib_1_1_sticky_min_payoff.html" title="StickyMin payoff (double option)" alt="" coords="353,208,472,235"/>
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<table class="memberdecls">
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Public Types</h2></td></tr>
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typedef <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>argument_type</b></td></tr>
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typedef <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>result_type</b></td></tr>
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Public Member Functions</h2></td></tr>
<tr><td colspan="2"><div class="groupHeader">Payoff interface</div></td></tr>
<tr class="memitem:a7f04e718c6856c4d3d77a496b6acad0d"><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>
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virtual std::string </td><td class="memItemRight" valign="bottom"><b>description</b> () const =0</td></tr>
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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>
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<tr><td colspan="2"><div class="groupHeader">Visitability</div></td></tr>
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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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<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><p>Abstract base class for option payoffs. </p>
</div><h2 class="groupheader">Member Function Documentation</h2>
<a id="a7f04e718c6856c4d3d77a496b6acad0d"></a>
<h2 class="memtitle"><span class="permalink"><a href="#a7f04e718c6856c4d3d77a496b6acad0d">◆ </a></span>name()</h2>
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<div class="memproto">
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<table class="memname">
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<td class="memname">virtual std::string name </td>
<td>(</td>
<td class="paramname"></td><td>)</td>
<td> const</td>
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<td class="mlabels-right">
<span class="mlabels"><span class="mlabel">pure virtual</span></span> </td>
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<dl class="caveats"><dt><b><a class="el" href="caveats.html#_caveats000121">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_sticky_min_payoff.html#a1d89c28bd42ba9a52da008bb69367171">StickyMinPayoff</a>, <a class="el" href="class_quant_lib_1_1_sticky_max_payoff.html#a1d89c28bd42ba9a52da008bb69367171">StickyMaxPayoff</a>, <a class="el" href="class_quant_lib_1_1_ratchet_min_payoff.html#a1d89c28bd42ba9a52da008bb69367171">RatchetMinPayoff</a>, <a class="el" href="class_quant_lib_1_1_ratchet_max_payoff.html#a1d89c28bd42ba9a52da008bb69367171">RatchetMaxPayoff</a>, <a class="el" href="class_quant_lib_1_1_sticky_payoff.html#a1d89c28bd42ba9a52da008bb69367171">StickyPayoff</a>, <a class="el" href="class_quant_lib_1_1_ratchet_payoff.html#a1d89c28bd42ba9a52da008bb69367171">RatchetPayoff</a>, <a class="el" href="class_quant_lib_1_1_double_sticky_ratchet_payoff.html#a1d89c28bd42ba9a52da008bb69367171">DoubleStickyRatchetPayoff</a>, <a class="el" href="class_quant_lib_1_1_super_share_payoff.html#a1d89c28bd42ba9a52da008bb69367171">SuperSharePayoff</a>, <a class="el" href="class_quant_lib_1_1_super_fund_payoff.html#a1d89c28bd42ba9a52da008bb69367171">SuperFundPayoff</a>, <a class="el" href="class_quant_lib_1_1_gap_payoff.html#a1d89c28bd42ba9a52da008bb69367171">GapPayoff</a>, <a class="el" href="class_quant_lib_1_1_cash_or_nothing_payoff.html#a1d89c28bd42ba9a52da008bb69367171">CashOrNothingPayoff</a>, <a class="el" href="class_quant_lib_1_1_asset_or_nothing_payoff.html#a1d89c28bd42ba9a52da008bb69367171">AssetOrNothingPayoff</a>, <a class="el" href="class_quant_lib_1_1_percentage_strike_payoff.html#a1d89c28bd42ba9a52da008bb69367171">PercentageStrikePayoff</a>, <a class="el" href="class_quant_lib_1_1_plain_vanilla_payoff.html#a1d89c28bd42ba9a52da008bb69367171">PlainVanillaPayoff</a>, <a class="el" href="class_quant_lib_1_1_floating_type_payoff.html#a1d89c28bd42ba9a52da008bb69367171">FloatingTypePayoff</a>, <a class="el" href="class_quant_lib_1_1_null_payoff.html#a1d89c28bd42ba9a52da008bb69367171">NullPayoff</a>, and <a class="el" href="class_quant_lib_1_1_forward_type_payoff.html#a1d89c28bd42ba9a52da008bb69367171">ForwardTypePayoff</a>.</p>
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