Searched refs:secondStrike_ (Results 1 – 4 of 4) sorted by relevance
183 : StrikedTypePayoff(type, strike), secondStrike_(secondStrike) {} in GapPayoff()191 Real secondStrike() const { return secondStrike_;} in secondStrike()193 Real secondStrike_; member in QuantLib::GapPayoff212 secondStrike_(secondStrike) { in SuperFundPayoff()226 Real secondStrike() const { return secondStrike_;} in secondStrike()228 Real secondStrike_; member in QuantLib::SuperFundPayoff238 secondStrike_(secondStrike), in SuperSharePayoff()251 Real secondStrike() const { return secondStrike_;} in secondStrike()254 Real secondStrike_; member in QuantLib::SuperSharePayoff
187 return (price-strike_ >= 0.0 ? price-secondStrike_ : 0.0); in operator ()()189 return (strike_-price >= 0.0 ? secondStrike_-price : 0.0); in operator ()()205 return (price>=strike_ && price<secondStrike_) ? price/strike_ : 0.0; in operator ()()223 return (price>=strike_ && price<secondStrike_) ? cashPayoff_ : 0.0; in operator ()()
35 secondStrike_(secondStrike) {} in HolderExtensibleOption()45 moreArgs->secondStrike = secondStrike_; in setupArguments()
49 Real secondStrike_; member in QuantLib::HolderExtensibleOption