QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.5
GapPayoff Member List

This is the complete list of members for GapPayoff, including all inherited members.

accept(AcyclicVisitor &) (defined in GapPayoff)GapPayoffvirtual
description() const (defined in GapPayoff)GapPayoffvirtual
GapPayoff(Option::Type type, Real strike, Real secondStrike) (defined in GapPayoff)GapPayoff
name() const GapPayoffvirtual
operator()(Real price) const (defined in GapPayoff)GapPayoffvirtual
optionType() const (defined in TypePayoff)TypePayoff
secondStrike() const (defined in GapPayoff)GapPayoff
secondStrike_ (defined in GapPayoff)GapPayoffprotected
strike() const (defined in StrikedTypePayoff)StrikedTypePayoff
strike_ (defined in StrikedTypePayoff)StrikedTypePayoffprotected
StrikedTypePayoff(Option::Type type, Real strike) (defined in StrikedTypePayoff)StrikedTypePayoffprotected
type_ (defined in TypePayoff)TypePayoffprotected
TypePayoff(Option::Type type) (defined in TypePayoff)TypePayoffprotected
~Payoff() (defined in Payoff)Payoffvirtual