Binary asset-or-nothing payoff. More...
#include <ql/instruments/payoffs.hpp>
Public Member Functions | |
AssetOrNothingPayoff (Option::Type type, Real strike) | |
Payoff interface | |
std::string | name () const |
Real | operator() (Real price) const |
virtual void | accept (AcyclicVisitor &) |
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std::string | description () const |
Real | strike () const |
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Option::Type | optionType () const |
Payoff interface | |
Visitability |
Additional Inherited Members | |
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typedef Real | argument_type |
typedef Real | result_type |
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StrikedTypePayoff (Option::Type type, Real strike) | |
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TypePayoff (Option::Type type) | |
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Real | strike_ |
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Option::Type | type_ |
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)