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

CryptoPayoffQuanto. More...

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

+ Inheritance diagram for CryptoPayoffQuanto:

Public Member Functions

 CryptoPayoffQuanto (Real multiplier=100.0)
 
std::string name () const
 
std::string description () const
 
virtual Real operator() (Real price) const
 
- Public Member Functions inherited from CryptoPayoff
 CryptoPayoff (Real multiplier)
 
virtual Real payoffFiat (Real price) const
 
virtual Real payoffCrypto (Real price) const
 
- Public Member Functions inherited from Payoff
virtual void accept (AcyclicVisitor &)
 

Additional Inherited Members

- Protected Attributes inherited from CryptoPayoff
Real multiplier_
 

Detailed Description

CryptoPayoffQuanto.

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.