cashPayoff (3) Linux Manual Page
QuantLib::CashOrNothingPayoff – Binary cash-or-nothing payoff.
Synopsis
#include <ql/instruments/payoffs.hpp>Inherits QuantLib::StrikedTypePayoff.
Public Member Functions
CashOrNothingPayoff (Option::Type type, Real strike, Real cashPayoff)Real cashPayoff () const
Payoff interface
std::string name () const
std::string description () const
Real operator() (Real price) const
virtual void accept (AcyclicVisitor &)
Protected Attributes
Real cashPayoff_Detailed Description
Binary cash-or-nothing payoff.Examples:
Replication.cpp.
Member Function Documentation
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.