Class Payoff

Namespace

NanoQL

Assembly

NanoQL.dll

The abstract base class of option payoffs.

public abstract class Payoff

Inheritance

object

Payoff

Derived

BasketPayoff

DoubleStickyRatchetPayoff

ForwardTypePayoff

NullPayoff

TypePayoff

Inherited Members

object.GetType()

object.MemberwiseClone()

object.ToString()

object.Equals(object)

object.Equals(object, object)

object.ReferenceEquals(object, object)

object.GetHashCode()

Remarks

QuantLib's function-call operator is Evaluate(double). Its accept(AcyclicVisitor&) isn't ported: a caller that needs the payoff's type matches it with a switch.

An extension point, as in QuantLib: every payoff derives from it.

Constructors

Payoff()

Initializes a new instance of the Payoff class.

protected Payoff()

Properties

Description

Gets the payoff's description: its name and terms, its numbers in a C++ stream's default format.

public abstract string Description { get; }

Property Value

string

Name

Gets the payoff's name.

public abstract string Name { get; }

Property Value

string

Remarks

Used for output and comparison between payoffs. It is not meant to be used for writing switch-on-type code.

Methods

Evaluate(double)

The payoff at the given price of the underlying.

public abstract double Evaluate(double price)

Parameters

price double

The underlying's price.

Returns

double

The payoff.