- QuantLib
- AssetOrNothingPayoff
Binary asset-or-nothing payoff. More...
#include <ql/instruments/payoffs.hpp>

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