QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.12
Public Member Functions | List of all members
AssetOrNothingPayoff Class Reference

Binary asset-or-nothing payoff. More...

#include <ql/instruments/payoffs.hpp>

+ Inheritance diagram for AssetOrNothingPayoff:

Public Member Functions

 AssetOrNothingPayoff (Option::Type type, Real strike)
 
Payoff interface
std::string name () const
 
Real operator() (Real price) const
 
virtual void accept (AcyclicVisitor &)
 
- Public Member Functions inherited from StrikedTypePayoff
Real strike () const
 
std::string description () const
 
- Public Member Functions inherited from TypePayoff
Option::Type optionType () const
 
Payoff interface
Visitability

Additional Inherited Members

- Protected Member Functions inherited from StrikedTypePayoff
 StrikedTypePayoff (Option::Type type, Real strike)
 
- Protected Member Functions inherited from TypePayoff
 TypePayoff (Option::Type type)
 
- Protected Attributes inherited from StrikedTypePayoff
Real strike_
 
- Protected Attributes inherited from TypePayoff
Option::Type type_
 

Detailed Description

Binary asset-or-nothing payoff.

Definitions of Binary path-independent payoffs used below, can be found in M. Rubinstein, E. Reiner:"Unscrambling The Binary Code", Risk, Vol.4 no.9,1991. (see: http://www.in-the-money.com/artandpap/Binary%20Options.doc)

Member Function Documentation

◆ name()

std::string name ( ) const
virtual
Warning:
This method is used for output and comparison between payoffs. It is not meant to be used for writing switch-on-type code.

Implements Payoff.