/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ /* Copyright (C) 2003, 2006 Ferdinando Ametrano Copyright (C) 2006 StatPro Italia srl This file is part of QuantLib, a free-software/open-source library for financial quantitative analysts and developers - http://quantlib.org/ QuantLib is free software: you can redistribute it and/or modify it under the terms of the QuantLib license. You should have received a copy of the license along with this program; if not, please email . The license is also available online at . This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the license for more details. */ /*! \file payoff.hpp \brief Option payoff classes */ #ifndef quantlib_payoff_hpp #define quantlib_payoff_hpp #include #include #include #include namespace QuantLib { //! Abstract base class for option payoffs class Payoff : std::unary_function { public: virtual ~Payoff() {} //! \name Payoff interface //@{ /*! \warning This method is used for output and comparison between payoffs. It is not meant to be used for writing switch-on-type code. */ virtual std::string name() const = 0; virtual std::string description() const = 0; virtual Real operator()(Real price) const = 0; //@} //! \name Visitability //@{ virtual void accept(AcyclicVisitor&); //@} }; // inline definitions inline void Payoff::accept(AcyclicVisitor& v) { Visitor* v1 = dynamic_cast*>(&v); if (v1 != 0) v1->visit(*this); else QL_FAIL("not a payoff visitor"); } } #endif