QuantLibAddin::StrikedTypePayoff Class Reference

#include <qlo/payoffs.hpp>

Inheritance diagram for QuantLibAddin::StrikedTypePayoff:

Collaboration diagram for QuantLibAddin::StrikedTypePayoff:

Public Member Functions
	StrikedTypePayoff (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const std::string &payoffID, const QuantLib::Option::Type &optionType, const QuantLib::Real strike, const QuantLib::Real thirdParameter, bool permanent)
QuantLib::Real	thirdParameter () const

Protected Member Functions
	OH_OBJ_CTOR (StrikedTypePayoff, TypePayoff)

Constructor & Destructor Documentation

StrikedTypePayoff()

QuantLibAddin::StrikedTypePayoff::StrikedTypePayoff	(	const boost::shared_ptr< ObjectHandler::ValueObject > &	properties,
		const std::string &	payoffID,
		const QuantLib::Option::Type &	optionType,
		const QuantLib::Real	strike,
		const QuantLib::Real	thirdParameter,
		bool	permanent
	)

Member Function Documentation

OH_OBJ_CTOR()

QuantLibAddin::StrikedTypePayoff::OH_OBJ_CTOR ( StrikedTypePayoff  , TypePayoff    )

protected

thirdParameter()

QuantLib::Real QuantLibAddin::StrikedTypePayoff::thirdParameter

(

)

const

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The documentation for this class was generated from the following file:

• payoffs.hpp