QuantLib 0.3.3 http://quantlib.org User manual Introduction to QuantLib Introduction Project overview Where to get QuantLib Installation Usage Supported platforms Version history Todo list Additional resources The QuantLib group Copyright and license QuantLib components Core classes Date and time calculations Lattice methods The finite differences framework The Monte Carlo framework Short-rate models Currencies and FX rates Instruments and pricers Math tools Design patterns Term structures Utilities Examples Reference manual Modules Namespace List Class Hierarchy Compound List File List Namespace Members Compound Members File Members Unstable Features Deprecated List

StrikedTypePayoff Class Reference #include <payoff.hpp> Inheritance diagram for StrikedTypePayoff: [legend]List of all members. 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: ql/payoff.hpp

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