ForwardTypePayoff Class Reference

Class for forward type payoffs. More...

#include <ql/instruments/forward.hpp>

Inheritance diagram for ForwardTypePayoff:

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

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.