ForwardTypePayoff Class Reference
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 |
Payoff interface | |
| std::string | name () const |
| std::string | description () const |
| Real | operator() (Real price) const |
Protected Attributes | |
| Position::Type | type_ |
| Real | strike_ |
Detailed Description
Class for forward type payoffs.Member Function Documentation
| std::string name | ( | ) | const [virtual] |