QuantLib: PlainVanillaPayoff Class Reference

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

Public Member Functions | List of all members
PlainVanillaPayoff Class Reference

Plain-vanilla payoff. More...

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

Inheritance diagram for PlainVanillaPayoff:
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## Public Member Functions
| PlainVanillaPayoff (Option::Type type, Real strike)
Payoff interface
std::string | name () const
Real | operator() (Real price) const
virtual void | accept (AcyclicVisitor &)
Public Member Functions inherited from StrikedTypePayoff
Real | strike () const
std::string | description () const
Public Member Functions inherited from TypePayoff
Option::Type | optionType () const
Payoff interface
Visitability

## Additional Inherited Members
Protected Member Functions inherited from StrikedTypePayoff
| StrikedTypePayoff (Option::Type type, Real strike)
Protected Member Functions inherited from TypePayoff
| TypePayoff (Option::Type type)
Protected Attributes inherited from StrikedTypePayoff
Real | strike_
Protected Attributes inherited from TypePayoff
Option::Type | type_

## Detailed Description

Plain-vanilla payoff.

Examples:
  DiscreteHedging.cpp, EquityOption.cpp, and Replication.cpp.

## 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.