- QuantLib
- FloatingTypePayoff
Payoff based on a floating strike More...
#include <ql/instruments/payoffs.hpp>
Public Member Functions | |
FloatingTypePayoff (Option::Type type) | |
Payoff interface | |
std::string | name () const |
Real | operator() (Real price) const |
virtual void | accept (AcyclicVisitor &) |
Payoff based on a floating strike