AsianCall(valarray< Real > Path, LongNatural nDates) | PayOff | [virtual] |
AsianPut(valarray< Real > Path, LongNatural nDates) | PayOff | [virtual] |
BarrierCall(valarray< Real > Path, LongNatural nDates) | PayOff | [virtual] |
BarrierPut(valarray< Real > Path, LongNatural nDates) | PayOff | [virtual] |
Call(Real Fwd) | PayOff | [virtual] |
CappedCliquet(Real Spot, Real Fwd) | PayOff | [virtual] |
Convertible(Real Fwd, Real ConversionRatio, Real BondPrice, Real CallPrice=TN_INFINITY, Real PutPrice=0) | PayOff | [virtual] |
FlooredCliquet(Real Spot, Real Fwd) | PayOff | [virtual] |
operator()(Real Spot) const | PayOff | [virtual] |
PayOff(Real Strike_) | PayOff | |
PayOff(void) | PayOff | |
Put(Real Fwd) | PayOff | [virtual] |
Rainbow2AssetsBasketMax(Real Fwd1, Real Fwd2, Real W1, Real W2, Real Mult) | PayOff | [virtual] |
Rainbow2SpreadOptionMax(Real Fwd1, Real Fwd2, Real W1, Real W2, Real Mult) | PayOff | [virtual] |
RainbowBestOf2AssetsCash(Real Fwd1, Real Fwd2, Real W1, Real W2) | PayOff | [virtual] |
RainbowMax2AssetsCall(Real Fwd1, Real Fwd2, Real W1, Real W2, Real Mult) | PayOff | [virtual] |
RainbowMax2AssetsPut(Real Fwd1, Real Fwd2, Real W1, Real W2, Real Mult) | PayOff | [virtual] |
RainbowMin2AssetsCall(Real Fwd1, Real Fwd2, Real W1, Real W2, Real Mult) | PayOff | [virtual] |
RainbowMin2AssetsPut(Real Fwd1, Real Fwd2, Real W1, Real W2, Real Mult) | PayOff | [virtual] |
RainbowWorstOf2AssetsCash(Real Fwd1, Real Fwd2, Real W1, Real W2) | PayOff | [virtual] |
RevLookbackCall(valarray< Real > Path, LongNatural nDates) | PayOff | [virtual] |
RevLookbackPut(valarray< Real > Path, LongNatural nDates) | PayOff | [virtual] |
SetStrike(Real Strike_) | PayOff | |
Strike | PayOff | [private] |
~PayOff() | PayOff | [inline, virtual] |