GapPayoff Class Reference
#include <ql/Instruments/payoffs.hpp>
Inheritance diagram for GapPayoff:

Detailed Description
Binary gap payoff.
Public Member Functions | |
GapPayoff (Option::Type type, Real strike, Real strikePayoff) | |
Real | operator() (Real price) const |
Real | strikePayoff () const |
virtual void | accept (AcyclicVisitor &) |