- QuantLib
- FloatingTypePayoff
Payoff based on a floating strike More...
#include <ql/instruments/payoffs.hpp>

Public Member Functions | |
| FloatingTypePayoff (Option::Type type) | |
Payoff interface | |
| std::string | name () const |
| Real | operator() (Real price) const |
| virtual void | accept (AcyclicVisitor &) |
Payoff based on a floating strike