Binary cash-or-nothing payoff. More...
#include <ql/instruments/payoffs.hpp>
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 &) |
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Real | strike () const |
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Option::Type | optionType () const |
Payoff interface | |
Visitability |
Protected Attributes | |
Real | cashPayoff_ |
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Real | strike_ |
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Option::Type | type_ |
Additional Inherited Members | |
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StrikedTypePayoff (Option::Type type, Real strike) | |
Binary cash-or-nothing payoff.