org.jquantlib.instruments

Class Payoff

java.lang.Object

org.jquantlib.instruments.Payoff

All Implemented Interfaces:

PolymorphicVisitable

Direct Known Subclasses:

ForwardTypePayoff, NullPayoff, TypePayoff

public abstract class Payoff
extends java.lang.Object
implements PolymorphicVisitable

Abstract base class for option payoffs

Constructor Summary

Constructors

Constructor and Description
Payoff()

Method Summary

Modifier and Type	Method and Description
void	accept(PolymorphicVisitor pv) This method is intended to extend the semantics of method Visitable.accept(Visitor)
abstract java.lang.String	description()
abstract double	get(double price) Returns the value of an Instrument at maturity under Payoff conditions
abstract java.lang.String	name()
java.lang.String	toString()

Methods inherited from class java.lang.Object

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

Constructor Detail

Payoff

public Payoff()

Method Detail

name

public abstract java.lang.String name()

description

public abstract java.lang.String description()

get

public abstract double get(double price)

Returns the value of an Instrument at maturity under Payoff conditions

toString

public java.lang.String toString()

Overrides:

toString in class java.lang.Object

accept

public void accept(PolymorphicVisitor pv)

Description copied from interface: PolymorphicVisitable

This method is intended to extend the semantics of method Visitable.accept(Visitor)

In a conventional Visitor design pattern, the accept method is called when access to visit a data structure is requested. A Visitor object is passed as argument in case permission is granted to that Visitor to access the data structure. Obviously, Visitors and Visitables work in pairs and the class which provides the data structure to be visited also implements Visitable in order to properly grant access when the expected Visitor is received.

In the case of a PolymorphicVisitable, a PolymorphicVisitor is passed instead of a Visitor. A PolymorphicVisitor is in fact, a composition of Visitors and not only a single Visitor. A PolymorphicVisitor is responsible for returning the correct Visitor responsible for processing a certain data structure.

The initial design of pairs made of <Visitor,Visitable> is extended to a concept of a matrix made of multiple Visitors against multiple Visitables. Every class which implements PolymorphicVisitable passes different data structures when querying PolymorphicVisitors.

Specified by:

accept in interface PolymorphicVisitable

See Also:

PolymorphicVisitor#getVisitor(Class)