- QuantLib
- GapPayoff
| accept(AcyclicVisitor &) (defined in GapPayoff) | GapPayoff | [virtual] |
| description() const (defined in GapPayoff) | GapPayoff | [virtual] |
| GapPayoff(Option::Type type, Real strike, Real secondStrike) (defined in GapPayoff) | GapPayoff | |
| name() const | GapPayoff | [virtual] |
| operator()(Real price) const (defined in GapPayoff) | GapPayoff | [virtual] |
| optionType() const (defined in TypePayoff) | TypePayoff | |
| secondStrike() const (defined in GapPayoff) | GapPayoff | |
| secondStrike_ (defined in GapPayoff) | GapPayoff | [protected] |
| strike() const (defined in StrikedTypePayoff) | StrikedTypePayoff | |
| strike_ (defined in StrikedTypePayoff) | StrikedTypePayoff | [protected] |
| StrikedTypePayoff(Option::Type type, Real strike) (defined in StrikedTypePayoff) | StrikedTypePayoff | [protected] |
| type_ (defined in TypePayoff) | TypePayoff | [protected] |
| TypePayoff(Option::Type type) (defined in TypePayoff) | TypePayoff | [protected] |
| ~Payoff() (defined in Payoff) | Payoff | [virtual] |