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

Detailed Description
Payoff with strike expressed as percentagePublic Member Functions | |
| PercentageStrikePayoff (Option::Type type, Real moneyness) | |
Payoff interface | |
| std::string | name () const |
| Real | operator() (Real price) const |
| virtual void | accept (AcyclicVisitor &) |
Member Function Documentation
| std::string name | ( | ) | const [virtual] |