CashOrNothingPayoff Class Reference

#include <ql/instruments/payoffs.hpp>

Inheritance diagram for CashOrNothingPayoff:

Inheritance graph
[legend]
List of all members.

Detailed Description

Binary cash-or-nothing payoff.
Examples:

Replication.cpp.


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_


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.