QuantLib: ForwardTypePayoff Class Reference

A free/open-source library for quantitative finance Reference manual - version 1.12

Public Member Functions | Protected Attributes | List of all members
ForwardTypePayoff Class Reference

Class for forward type payoffs. More...

`#include <ql/instruments/forward.hpp>`

Inheritance diagram for ForwardTypePayoff:
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## Public Member Functions
| ForwardTypePayoff (Position::Type type, Real strike)
Position::Type | forwardType () const
Real | strike () const
Payoff interface
std::string | name () const
std::string | description () const
Real | operator() (Real price) const
Public Member Functions inherited from Payoff
virtual void | accept (AcyclicVisitor &)

## Protected Attributes
Position::Type | type_
Real | strike_

## Detailed Description

Class for forward type payoffs.

## Member Function Documentation

## ◆ name()

std::string name | ( |  | ) | const
| virtual

Warning:
  This method is used for output and comparison between payoffs. It is not meant to be used for writing switch-on-type code.

Implements Payoff.