ForwardBondTypePayoff Class Reference

Class for forward type payoffs. More...

#include <qle/instruments/forwardbond.hpp>

Inheritance diagram for ForwardBondTypePayoff:

Public Member Functions
	ForwardBondTypePayoff (Position::Type type, Real strike)
Position::Type	forwardType () const
Real	strike () const

Payoff interface
Position::Type	type_
Real	strike_
std::string	name () const override
std::string	description () const override
Real	operator() (Real price) const override

Detailed Description

Class for forward type payoffs.