org.jquantlib.instruments

Class StrikedTypePayoff

java.lang.Object

org.jquantlib.instruments.Payoff

org.jquantlib.instruments.TypePayoff

org.jquantlib.instruments.StrikedTypePayoff

All Implemented Interfaces:

PolymorphicVisitable

Direct Known Subclasses:

AssetOrNothingPayoff, CashOrNothingPayoff, GapPayoff, PlainVanillaPayoff

public abstract class StrikedTypePayoff
extends TypePayoff

Intermediate class for typed payoffs (CALL/PUT) with a fixed strike price

Constructor Summary

Constructors

Constructor and Description
StrikedTypePayoff(Option.Type type, double strike) Constructs a typed Payoff with a fixed strike price

Method Summary

Modifier and Type	Method and Description
java.lang.String	description()
double	strike()

Methods inherited from class org.jquantlib.instruments.TypePayoff

optionType

Methods inherited from class org.jquantlib.instruments.Payoff

accept, get, name, toString

Methods inherited from class java.lang.Object

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

Constructor Detail

StrikedTypePayoff

public StrikedTypePayoff(Option.Type type,
                         double strike)

Constructs a typed Payoff with a fixed strike price

Parameters:

type - is an Option.Type

strike - is the strike price

Method Detail

strike

public final double strike()

Returns:

the strike value

description

public java.lang.String description()

Overrides:

description in class TypePayoff