QuantLib_CashOrNothingPayoff man page

CashOrNothingPayoff — Binary cash-or-nothing payoff.

Synopsis

#include <ql/instruments/payoffs.hpp>

Inherits 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_

Additional Inherited Members

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

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

CashOrNothingPayoff(3), cashPayoff(3), cashPayoff_(3) and ql-description(3) are aliases of QuantLib_CashOrNothingPayoff(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib