Class StrikedTypePayoff

Intermediate class for payoffs based on a fixed strike

Hierarchy

TypePayoff
- StrikedTypePayoff

Implements

UnaryFunction<Real, Real>

Index

Constructors

constructor

Properties

Methods

Constructors

constructor

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

Overrides TypePayoff.constructor
- Defined in ql/instruments/payoffs.ts:79
Parameters
- type: Type
- strike: Real
Returns StrikedTypePayoff

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 TypePayoff.description
- Defined in ql/instruments/payoffs.ts:85
Returns string

f

f(x: Real): Real

Inherited from Payoff.f
- Defined in ql/payoff.ts:27
Parameters
- x: Real
Returns Real

name

name(): string

Inherited from Payoff.name
- Defined in ql/payoff.ts:19
Returns string

optionType

optionType(): Type

Inherited from TypePayoff.optionType
- Defined in ql/instruments/payoffs.ts:48
Returns Type

strike

strike(): Real

- Defined in ql/instruments/payoffs.ts:89
Returns Real