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