QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.5
Public Member Functions | Protected Attributes | List of all members
CryptoPayoff Class Reference

CryptoPayoff. More...

#include <ql/experimental/cryptocurrency/cryptofuture.hpp>

+ Inheritance diagram for CryptoPayoff:

Public Member Functions

 CryptoPayoff (Real multiplier)
 
virtual Real payoffFiat (Real price) const
 
virtual Real payoffCrypto (Real price) const
 
- Public Member Functions inherited from Payoff
virtual std::string name () const =0
 
virtual std::string description () const =0
 
virtual Real operator() (Real price) const =0
 
virtual void accept (AcyclicVisitor &)
 

Protected Attributes

Real multiplier_
 

Detailed Description

CryptoPayoff.