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quantlib.js
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"ql/instruments/payoffs"
TypePayoff
Class TypePayoff
Intermediate class for put/call payoffs
Hierarchy
Payoff
TypePayoff
FloatingTypePayoff
StrikedTypePayoff
Implements
UnaryFunction
<
Real
,
Real
>
Index
Constructors
constructor
Properties
_type
Methods
accept
description
f
name
option
Type
Constructors
constructor
new
Type
Payoff
(
type
:
Type
)
:
TypePayoff
Parameters
type:
Type
Returns
TypePayoff
Properties
Protected
_type
_type
:
Type
Methods
accept
accept
(
v
:
AcyclicVisitor
)
:
void
Parameters
v:
AcyclicVisitor
Returns
void
description
description
(
)
:
string
Returns
string
f
f
(
x
:
Real
)
:
Real
Parameters
x:
Real
Returns
Real
name
name
(
)
:
string
Returns
string
option
Type
option
Type
(
)
:
Type
Returns
Type
Globals
"ql/instruments/payoffs"
Asset
OrNothing
Payoff
Cash
OrNothing
Payoff
Floating
Type
Payoff
Gap
Payoff
Null
Payoff
Percentage
Strike
Payoff
Plain
Vanilla
Payoff
Striked
Type
Payoff
Super
Fund
Payoff
Super
Share
Payoff
Type
Payoff
constructor
_type
accept
description
f
name
option
Type
Intermediate class for put/call payoffs