payoffs.hpp
OH_OBJ_CTOR(StrikedTypePayoff, TypePayoff)
OH_LIB_CLASS(AlphaForm, QuantLib::AlphaForm)
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)
Definition: payoffs.hpp:33
OH_OBJ_CLASS(OneAssetOption, Instrument)
Definition: abcd.hpp:38
QuantLib::Real thirdParameter() const