- QuantLib
- CashOrNothingPayoff
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 &) |
Protected Attributes | |
Real | cashPayoff_ |
Binary cash-or-nothing payoff.