QuantLib_CashOrNothingPayoff man page

CashOrNothingPayoff — Binary cash-or-nothing payoff.  


#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]


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.


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Referenced By

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

Fri Sep 1 2017 Version 1.10.1 QuantLib