/src/quantlib/ql/payoff.hpp
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1 | | /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ |
2 | | |
3 | | /* |
4 | | Copyright (C) 2003, 2006 Ferdinando Ametrano |
5 | | Copyright (C) 2006 StatPro Italia srl |
6 | | |
7 | | This file is part of QuantLib, a free-software/open-source library |
8 | | for financial quantitative analysts and developers - http://quantlib.org/ |
9 | | |
10 | | QuantLib is free software: you can redistribute it and/or modify it |
11 | | under the terms of the QuantLib license. You should have received a |
12 | | copy of the license along with this program; if not, please email |
13 | | <quantlib-dev@lists.sf.net>. The license is also available online at |
14 | | <https://www.quantlib.org/license.shtml>. |
15 | | |
16 | | This program is distributed in the hope that it will be useful, but WITHOUT |
17 | | ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS |
18 | | FOR A PARTICULAR PURPOSE. See the license for more details. |
19 | | */ |
20 | | |
21 | | /*! \file payoff.hpp |
22 | | \brief Option payoff classes |
23 | | */ |
24 | | |
25 | | #ifndef quantlib_payoff_hpp |
26 | | #define quantlib_payoff_hpp |
27 | | |
28 | | #include <ql/types.hpp> |
29 | | #include <ql/patterns/visitor.hpp> |
30 | | #include <ql/errors.hpp> |
31 | | #include <functional> |
32 | | |
33 | | namespace QuantLib { |
34 | | |
35 | | //! Abstract base class for option payoffs |
36 | | class Payoff { |
37 | | public: |
38 | 488k | virtual ~Payoff() = default; |
39 | | //! \name Payoff interface |
40 | | //@{ |
41 | | /*! \warning This method is used for output and comparison between |
42 | | payoffs. It is <b>not</b> meant to be used for writing |
43 | | switch-on-type code. |
44 | | */ |
45 | | virtual std::string name() const = 0; |
46 | | virtual std::string description() const = 0; |
47 | | virtual Real operator()(Real price) const = 0; |
48 | | //@} |
49 | | //! \name Visitability |
50 | | //@{ |
51 | | virtual void accept(AcyclicVisitor&); |
52 | | //@} |
53 | | }; |
54 | | |
55 | | |
56 | | // inline definitions |
57 | | |
58 | 0 | inline void Payoff::accept(AcyclicVisitor& v) { |
59 | 0 | auto* v1 = dynamic_cast<Visitor<Payoff>*>(&v); |
60 | 0 | if (v1 != nullptr) |
61 | 0 | v1->visit(*this); |
62 | 0 | else |
63 | 0 | QL_FAIL("not a payoff visitor"); |
64 | 0 | } |
65 | | |
66 | | } |
67 | | |
68 | | |
69 | | #endif |