QuantLib_AssetOrNothingPayoff (3) - Linux Manuals
QuantLib_AssetOrNothingPayoff: Binary asset-or-nothing payoff.
QuantLib::AssetOrNothingPayoff - Binary asset-or-nothing payoff.
Public Member Functions
AssetOrNothingPayoff (Option::Type type, Real strike)
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
std::string name () const [virtual]
- This method is used for output and comparison between payoffs. It is not meant to be used for writing switch-on-type code.
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