Binary asset-or-nothing payoff. More...
#include <ql/instruments/payoffs.hpp>
 Inheritance diagram for AssetOrNothingPayoff:
 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 &) | 
|  Public Member Functions inherited from StrikedTypePayoff | |
| Real | strike () const | 
| std::string | description () const | 
|  Public Member Functions inherited from TypePayoff | |
| Option::Type | optionType () const | 
| Payoff interface | |
| Visitability | |
| Additional Inherited Members | |
|  Protected Member Functions inherited from StrikedTypePayoff | |
| StrikedTypePayoff (Option::Type type, Real strike) | |
|  Protected Member Functions inherited from TypePayoff | |
| TypePayoff (Option::Type type) | |
|  Protected Attributes inherited from StrikedTypePayoff | |
| Real | strike_ | 
|  Protected Attributes inherited from TypePayoff | |
| Option::Type | type_ | 
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)