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 |
Public Member Functions inherited from Payoff | |
| virtual void | accept (AcyclicVisitor &) |
Payoff interface | |
| Position::Type | type_ |
| Real | strike_ |
| std::string | name () const |
| std::string | description () const |
| Real | operator() (Real price) const |
Additional Inherited Members | |
Public Types inherited from Payoff | |
| typedef Real | argument_type |
| typedef Real | result_type |
Class for forward type payoffs.