CashOrNothingPayoff Class Reference

Binary cash-or-nothing payoff. More...

#include <payoffs.hpp>

Inheritance diagram for CashOrNothingPayoff:

Collaboration diagram for CashOrNothingPayoff:

Public Member Functions
	CashOrNothingPayoff (Option::Type type, Real strike, Real cashPayoff)
Public Member Functions inherited from StrikedTypePayoff
Real	strike () const
Public Member Functions inherited from TypePayoff
Option::Type	optionType () const
Public Member Functions inherited from Payoff
virtual	~Payoff ()=default

Payoff interface
Real	cashPayoff_
std::string	name () const override
std::string	description () const override
Real	operator() (Real price) const override
void	accept (AcyclicVisitor &) override
Real	cashPayoff () const

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 cash-or-nothing payoff.

Definition at line 152 of file payoffs.hpp.

Constructor & Destructor Documentation

CashOrNothingPayoff()

CashOrNothingPayoff	(	Option::Type	type,
		Real	strike,
		Real	cashPayoff
	)

Definition at line 154 of file payoffs.hpp.

Member Function Documentation

name()

std::string name ( ) const

overridevirtual

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.

Definition at line 160 of file payoffs.hpp.

description()

std::string description ( ) const

overridevirtual

Reimplemented from StrikedTypePayoff.

Definition at line 148 of file payoffs.cpp.

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operator()()

Real operator() ( Real  price ) const

overridevirtual

Implements Payoff.

Definition at line 154 of file payoffs.cpp.

accept()

void accept ( AcyclicVisitor &  v )

overridevirtual

Reimplemented from Payoff.

Definition at line 165 of file payoffs.cpp.

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cashPayoff()

Real cashPayoff

(

)

const

Definition at line 165 of file payoffs.hpp.

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Member Data Documentation

cashPayoff_

Real cashPayoff_

protected

Definition at line 167 of file payoffs.hpp.