AssetOrNothingPayoff Class Reference

#include <ql/instruments/payoffs.hpp>

Inheritance diagram for AssetOrNothingPayoff:

Inheritance graph
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List of all members.

Detailed Description

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)


Public Member Functions

 AssetOrNothingPayoff (Option::Type type, Real strike)
Payoff interface
std::string name () const
Real operator() (Real price) const
virtual void accept (AcyclicVisitor &)


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.