Coverage Report

Created: 2025-09-04 07:11

/src/quantlib/ql/payoff.hpp
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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
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/*
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 Copyright (C) 2003, 2006 Ferdinando Ametrano
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 Copyright (C) 2006 StatPro Italia srl
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 This file is part of QuantLib, a free-software/open-source library
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 for financial quantitative analysts and developers - http://quantlib.org/
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 QuantLib is free software: you can redistribute it and/or modify it
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 under the terms of the QuantLib license.  You should have received a
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 copy of the license along with this program; if not, please email
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 <quantlib-dev@lists.sf.net>. The license is also available online at
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 <https://www.quantlib.org/license.shtml>.
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 This program is distributed in the hope that it will be useful, but WITHOUT
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 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
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 FOR A PARTICULAR PURPOSE.  See the license for more details.
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*/
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/*! \file payoff.hpp
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    \brief Option payoff classes
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*/
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#ifndef quantlib_payoff_hpp
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#define quantlib_payoff_hpp
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#include <ql/types.hpp>
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#include <ql/patterns/visitor.hpp>
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#include <ql/errors.hpp>
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#include <functional>
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namespace QuantLib {
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    //! Abstract base class for option payoffs
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    class Payoff {
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      public:
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488k
        virtual ~Payoff() = default;
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        //! \name Payoff interface
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        //@{
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        /*! \warning This method is used for output and comparison between
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                payoffs. It is <b>not</b> meant to be used for writing
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                switch-on-type code.
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        */
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        virtual std::string name() const = 0;
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        virtual std::string description() const = 0;
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        virtual Real operator()(Real price) const = 0;
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        //@}
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        //! \name Visitability
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        //@{
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        virtual void accept(AcyclicVisitor&);
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        //@}
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    };
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    // inline definitions
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    inline void Payoff::accept(AcyclicVisitor& v) {
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        auto* v1 = dynamic_cast<Visitor<Payoff>*>(&v);
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        if (v1 != nullptr)
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            v1->visit(*this);
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        else
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            QL_FAIL("not a payoff visitor");
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    }
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}
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#endif