- QuantLib
- PercentageStrikePayoff
Payoff with strike expressed as percentage More...
#include <ql/instruments/payoffs.hpp>

Public Member Functions | |
| PercentageStrikePayoff (Option::Type type, Real moneyness) | |
Payoff interface | |
| std::string | name () const |
| Real | operator() (Real price) const |
| virtual void | accept (AcyclicVisitor &) |
Payoff with strike expressed as percentage