cashPayoff (3) - Linux Manuals

cashPayoff: Binary cash-or-nothing payoff.

NAME

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.

Author

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