QuantLib_AssetOrNothingPayoff (3) Linux Manual Page
QuantLib::AssetOrNothingPayoff – Binary asset-or-nothing payoff.
Synopsis
#include <ql/instruments/payoffs.hpp>Inherits QuantLib::StrikedTypePayoff.
Public Member Functions
AssetOrNothingPayoff (Option::Type type, Real strike)Payoff interface
std::string name () const
Real operator() (Real price) const
virtual void accept (AcyclicVisitor &)
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)
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.