- QuantLib
- PathPayoff
 
Abstract base class for path-dependent option payoffs. More...
#include <ql/experimental/mcbasket/pathpayoff.hpp>
Inherits unary_function< Matrix, Disposable< Array > >.
Inherited by AdaptedPathPayoff.
| Public Member Functions | |
| Payoff interface | |
| virtual std::string | name () const =0 | 
| virtual std::string | description () const =0 | 
| virtual void | value (const Matrix &path, const std::vector< Handle< YieldTermStructure > > &forwardTermStructures, Array &payments, Array &exercises, std::vector< Array > &states) const =0 | 
| virtual Size | basisSystemDimension () const =0 | 
| Visitability | |
| virtual void | accept (AcyclicVisitor &) | 
Abstract base class for path-dependent option payoffs.