org.jquantlib.instruments

Class ForwardTypePayoff

java.lang.Object

org.jquantlib.instruments.Payoff

org.jquantlib.instruments.ForwardTypePayoff

All Implemented Interfaces:

PolymorphicVisitable

public class ForwardTypePayoff
extends Payoff

Class for forward type payoffs

Constructor Summary

Constructors

Constructor and Description
ForwardTypePayoff(Position positionType, double strike) Constructs a typed Payoff with a fixed strike price

Method Summary

Modifier and Type	Method and Description
java.lang.String	description()
double	get(double price) Returns the value of an Instrument at maturity under Payoff conditions
java.lang.String	name()
double	strike()

Methods inherited from class org.jquantlib.instruments.Payoff

accept, toString

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, wait, wait, wait

Constructor Detail

ForwardTypePayoff

public ForwardTypePayoff(Position positionType,
                         double strike)

Constructs a typed Payoff with a fixed strike price

Parameters:

type - is an ForwardType

strike - is the strike price

Method Detail

strike

public final double strike()

Returns:

the strike value

description

public java.lang.String description()

Specified by:

description in class Payoff

get

public final double get(double price)

Description copied from class: Payoff

Returns the value of an Instrument at maturity under Payoff conditions

Specified by:

get in class Payoff

name

public java.lang.String name()

Specified by:

name in class Payoff