Class VanillaForwardPayoff

Hierarchy

StrikedTypePayoff
- VanillaForwardPayoff

Implements

UnaryFunction<Real, Real>

Index

Constructors

constructor

Properties

Methods

Constructors

constructor

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

Overrides StrikedTypePayoff.constructor
- Defined in ql/instruments/vanillaswingoption.ts:87
Parameters
- type: Type
- strike: Real
Returns VanillaForwardPayoff

Properties

Protected _strike

_strike: Real

Protected _type

_type: Type

Methods

accept

accept(v: AcyclicVisitor): void

Overrides Payoff.accept
- Defined in ql/instruments/vanillaswingoption.ts:107
Parameters
- v: AcyclicVisitor
Returns void

description

description(): string

Inherited from StrikedTypePayoff.description

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

f

f(price: Real): Real

Overrides Payoff.f
- Defined in ql/instruments/vanillaswingoption.ts:96
Parameters
- price: Real
Returns Real

name

name(): string

Overrides Payoff.name
- Defined in ql/instruments/vanillaswingoption.ts:92
Returns string

optionType

optionType(): Type

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

strike

strike(): Real

Inherited from StrikedTypePayoff.strike
- Defined in ql/instruments/payoffs.ts:89
Returns Real