AssetOrNothingPayoff Class Reference

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

#include <ql/instruments/payoffs.hpp>

Inheritance diagram for AssetOrNothingPayoff:

Collaboration diagram for AssetOrNothingPayoff:

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

Additional Inherited Members
Public Attributes inherited from Payoff
QL_DEPRECATED typedef Real	argument_type
QL_DEPRECATED typedef Real	result_type
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)

Definition at line 138 of file payoffs.hpp.

Constructor & Destructor Documentation

AssetOrNothingPayoff()

AssetOrNothingPayoff	(	Option::Type	type,
		Real	strike
	)

Definition at line 140 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 145 of file payoffs.hpp.

operator()()

Real operator() ( Real  price ) const

overridevirtual

Implements Payoff.

Definition at line 129 of file payoffs.cpp.

accept()

void accept ( AcyclicVisitor &  v )

overridevirtual

Reimplemented from Payoff.

Definition at line 140 of file payoffs.cpp.

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