Binary supershare payoff. More...
#include <ql/instruments/payoffs.hpp>
Inheritance diagram for SuperSharePayoff:Public Member Functions | |
| SuperSharePayoff (Real strike, Real secondStrike, Real cashPayoff) | |
| Real | secondStrike () const |
| Real | cashPayoff () const |
Payoff interface | |
| std::string | name () const |
| std::string | description () const |
| Real | operator() (Real price) const |
| virtual void | accept (AcyclicVisitor &) |
Public Member Functions inherited from StrikedTypePayoff | |
| Real | strike () const |
Public Member Functions inherited from TypePayoff | |
| Option::Type | optionType () const |
Payoff interface | |
Visitability | |
Protected Attributes | |
| Real | secondStrike_ |
| Real | cashPayoff_ |
Protected Attributes inherited from StrikedTypePayoff | |
| Real | strike_ |
Protected Attributes inherited from TypePayoff | |
| Option::Type | type_ |
Additional Inherited Members | |
Protected Member Functions inherited from StrikedTypePayoff | |
| StrikedTypePayoff (Option::Type type, Real strike) | |
Protected Member Functions inherited from TypePayoff | |
| TypePayoff (Option::Type type) | |
Binary supershare payoff.