PlainVanillaPayoff Class Reference

#include <payoff.hpp>

Inheritance diagram for PlainVanillaPayoff:

Inheritance graph
[legend]
List of all members.

Detailed Description

The former PlainPayoff has been renamed PlainVanillaPayoff to stress that fact that now nobody elses derives from it
Examples:

DiscreteHedging.cpp.


Public Member Functions

 PlainVanillaPayoff (Option::Type type, double strike)
double operator() (double price) const


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

QuantLib.org
QuantLib
Hosted by
SourceForge.net Logo
Documentation generated by
doxygen