- QuantLib
- PlainVanillaPayoff
Plain-vanilla payoff. More...
#include <ql/instruments/payoffs.hpp>
Public Member Functions | |
PlainVanillaPayoff (Option::Type type, Real strike) | |
Payoff interface | |
std::string | name () const |
Real | operator() (Real price) const |
virtual void | accept (AcyclicVisitor &) |
Plain-vanilla payoff.