PlainVanillaPayoff Class Reference

#include <ql/Instruments/payoffs.hpp>

Inheritance diagram for PlainVanillaPayoff:

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Detailed Description

Plain-vanilla payoff.
Examples:

DiscreteHedging.cpp, EquityOption.cpp, and Replication.cpp.


Public Member Functions

 PlainVanillaPayoff (Option::Type type, Real strike)
Real operator() (Real price) const
virtual void accept (AcyclicVisitor &)