AssetOrNothingPayoff Class Reference
Binary asset-or-nothing payoff. More...
#include <ql/instruments/payoffs.hpp>
Inheritance diagram for AssetOrNothingPayoff:

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