PercentageStrikePayoff Class Reference
#include <ql/Instruments/payoffs.hpp>
Inheritance diagram for PercentageStrikePayoff:

Detailed Description
Payoff with strike expressed as percentage
Public Member Functions | |
| PercentageStrikePayoff (Option::Type type, Real moneyness) | |
| Real | operator() (Real price) const |
| virtual void | accept (AcyclicVisitor &) |