StrikedTypePayoff Class Reference

#include <payoff.hpp>

Inheritance diagram for StrikedTypePayoff:

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Detailed Description

We need an intermediate class for all those payoff that have both a strike and a type but are not necessarily plain-vanilla


Public Member Functions

 StrikedTypePayoff (Option::Type type, double strike)
Option::Type optionType () const
double strike () const

Protected Attributes

Option::Type type_
double strike_


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

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