Class ForwardTypePayoff

Class for forward type payoffs

Hierarchy

Payoff
- ForwardTypePayoff

Implements

UnaryFunction<Real, Real>

Index

Constructors

constructor

Properties

Methods

Constructors

constructor

new ForwardTypePayoff(type: Type, strike: Real): ForwardTypePayoff

- Defined in ql/instruments/forward.ts:168
Parameters
- type: Type
- strike: Real
Returns ForwardTypePayoff

Properties

Protected _strike

_strike: Real

Protected _type

_type: Type

Methods

accept

accept(v: AcyclicVisitor): void

Inherited from Payoff.accept
- Defined in ql/payoff.ts:31
Parameters
- v: AcyclicVisitor
Returns void

description

description(): string

Overrides Payoff.description
- Defined in ql/instruments/forward.ts:190
Returns string

f

f(price: Real): Real

Overrides Payoff.f
- Defined in ql/instruments/forward.ts:194
Parameters
- price: Real
Returns Real

forwardType

forwardType(): Type

- Defined in ql/instruments/forward.ts:178
Returns Type

name

name(): string

Overrides Payoff.name
- Defined in ql/instruments/forward.ts:186
Returns string

strike

strike(): Real

- Defined in ql/instruments/forward.ts:182
Returns Real