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fully annotated source code - version 1.34
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Public Member Functions | List of all members
AssetOrNothingPayoff Class Reference

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

#include <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

- 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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