QuantLib: StrikedTypePayoff Class Reference

A free/open-source library for quantitative finance Reference manual - version 1.6

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StrikedTypePayoff Class Reference

Intermediate class for payoffs based on a fixed strike. More...

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

Inheritance diagram for StrikedTypePayoff:
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## Public Member Functions
Real | strike () const
Payoff interface
std::string | description () const
Public Member Functions inherited from TypePayoff
Option::Type | optionType () const
Public Member Functions inherited from Payoff
virtual std::string | name () const =0
virtual Real | operator() (Real price) const =0
virtual void | accept (AcyclicVisitor &)

## Protected Member Functions
| StrikedTypePayoff (Option::Type type, Real strike)
Protected Member Functions inherited from TypePayoff
| TypePayoff (Option::Type type)

## Protected Attributes
Real | strike_
Protected Attributes inherited from TypePayoff
Option::Type | type_

## Detailed Description

Intermediate class for payoffs based on a fixed strike.