File: class_quant_lib_1_1_asset_or_nothing_payoff.html

package info (click to toggle)
quantlib-refman-html 0.9.0-1
  • links: PTS
  • area: main
  • in suites: lenny
  • size: 60,592 kB
  • ctags: 7,595
  • sloc: makefile: 30
file content (131 lines) | stat: -rw-r--r-- 6,906 bytes parent folder | download
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
<html>
<head>
<meta http-equiv="Content-Type" content="text/html;charset=UTF-8">
<meta name="robots" content="none">
<title>QuantLib: AssetOrNothingPayoff Class Reference</title>
<link rel="stylesheet" href="quantlib.css" type="text/css">
<link rel="stylesheet" href="print.css" type="text/css" media="print">
<link rel="shortcut icon" href="favicon.ico" type="image/x-icon">
<link rel="icon" href="favicon.ico" type="image/x-icon">
</head>
<body>

<div id="container">
<div id="header">
<img class="titleimage"
 src="QL-title.jpg" width="212" height="47" border="0"
 alt="QuantLib">
<br>
<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
</div>
<div id="menu">

<h3 class="navbartitle">Version 0.9.0</h3>

<hr>

<h3 class="navbartitle">Getting started</h3>
<ul class="navbarlist">
<li class="navlink"><a href="index.html">Introduction</a></li>
<li class="navlink"><a href="overview.html">Project overview</a></li>
<li class="navlink"><a href="where.html">Where to get QuantLib</a></li>
<li class="navlink"><a href="install.html">Installation</a></li>
<li class="navlink"><a href="config.html">Configuration</a></li>
<li class="navlink"><a href="usage.html">Usage</a></li>
<li class="navlink"><a href="history.html">Version history</a></li>
<li class="navlink"><a href="resources.html">Additional resources</a></li>
<li class="navlink"><a href="group.html">The QuantLib group</a></li>
<li class="navlink"><a href="license.html">Copyright and license</a></li>
</ul>

<hr>

<h3 class="navbartitle">Reference manual</h3>
<ul class="navbarlist">
<li class="navlink"><a href="modules.html">Modules</a></li>
<li class="navlink"><a href="hierarchy.html">Class Hierarchy</a></li>
<li class="navlink"><a href="annotated.html">Compound List</a></li>
<li class="navlink"><a href="files.html">File List</a></li>
<li class="navlink"><a href="functions.html">Compound Members</a></li>
<li class="navlink"><a href="globals.html">File Members</a></li>
<li class="navlink"><a href="bug.html">Known Bugs</a></li>
<li class="navlink"><a href="caveats.html">Caveats</a></li>
<li class="navlink"><a href="test.html">Test Suite</a></li>
<li class="navlink"><a href="examples.html">Examples</a></li>
</ul>
</div>

<div id="content">
<!--Doxygen-generated content-->

<!-- Generated by Doxygen 1.5.4 -->
<div class="nav">
<a class="el" href="namespace_quant_lib.html">QuantLib</a>::<a class="el" href="class_quant_lib_1_1_asset_or_nothing_payoff.html">AssetOrNothingPayoff</a></div>
<h1>AssetOrNothingPayoff Class Reference</h1><!-- doxytag: class="QuantLib::AssetOrNothingPayoff" --><!-- doxytag: inherits="QuantLib::StrikedTypePayoff" --><code>#include &lt;ql/instruments/payoffs.hpp&gt;</code>
<p>
<div class="dynheader">
Inheritance diagram for AssetOrNothingPayoff:</div>
<div class="dynsection">
<p><center><img src="class_quant_lib_1_1_asset_or_nothing_payoff__inherit__graph.png" border="0" usemap="#_asset_or_nothing_payoff__inherit__map" alt="Inheritance graph"></center>
<map name="_asset_or_nothing_payoff__inherit__map">
<area shape="rect" href="class_quant_lib_1_1_striked_type_payoff.html" title="Intermediate class for payoffs based on a fixed strike." alt="" coords="20,7,159,33"></map>
<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>

<p>
<a href="class_quant_lib_1_1_asset_or_nothing_payoff-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
Binary asset-or-nothing payoff. 
<p>
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: <a href="http://www.in-the-money.com/artandpap/Binary%20Options.doc">http://www.in-the-money.com/artandpap/Binary%20Options.doc</a>) <table border="0" cellpadding="0" cellspacing="0">
<tr><td></td></tr>
<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8b7f859bb23b79f1a18c9bdd8f58c08e"></a><!-- doxytag: member="QuantLib::AssetOrNothingPayoff::AssetOrNothingPayoff" ref="8b7f859bb23b79f1a18c9bdd8f58c08e" args="(Option::Type type, Real strike)" -->
&nbsp;</td><td class="memItemRight" valign="bottom"><b>AssetOrNothingPayoff</b> (Option::Type type, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> strike)</td></tr>

<tr><td colspan="2"><div class="groupHeader">Payoff interface</div></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">std::string&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_asset_or_nothing_payoff.html#37627d5d5bba7f4a8690c71c2ab3cb07">name</a> () const </td></tr>

<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8e9eb08690dcc10907f3eceb76e90bbe"></a><!-- doxytag: member="QuantLib::AssetOrNothingPayoff::operator()" ref="8e9eb08690dcc10907f3eceb76e90bbe" args="(Real price) const " -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>&nbsp;</td><td class="memItemRight" valign="bottom"><b>operator()</b> (<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> price) const </td></tr>

<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="896099363a2a409d2485c3ce9e4e4265"></a><!-- doxytag: member="QuantLib::AssetOrNothingPayoff::accept" ref="896099363a2a409d2485c3ce9e4e4265" args="(AcyclicVisitor &amp;)" -->
virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><b>accept</b> (<a class="el" href="class_quant_lib_1_1_acyclic_visitor.html">AcyclicVisitor</a> &amp;)</td></tr>

</table>
<hr><h2>Member Function Documentation</h2>
<a class="anchor" name="37627d5d5bba7f4a8690c71c2ab3cb07"></a><!-- doxytag: member="QuantLib::AssetOrNothingPayoff::name" ref="37627d5d5bba7f4a8690c71c2ab3cb07" args="() const " -->
<div class="memitem">
<div class="memproto">
      <table class="memname">
        <tr>
          <td class="memname">std::string name           </td>
          <td>(</td>
          <td class="paramname">          </td>
          <td>&nbsp;)&nbsp;</td>
          <td width="100%"> const<code> [virtual]</code></td>
        </tr>
      </table>
</div>
<div class="memdoc">

<p>
<dl compact><dt><b><a class="el" href="caveats.html#_caveats000072">Warning:</a></b></dt><dd>This method is used for output and comparison between payoffs. It is <b>not</b> meant to be used for writing switch-on-type code. </dd></dl>

<p>Implements <a class="el" href="class_quant_lib_1_1_payoff.html#7f04e718c6856c4d3d77a496b6acad0d">Payoff</a>.</p>

</div>
</div><p>

</div>

<div class="footer">
<div class="endmatter">
Documentation generated by
<a href="http://www.doxygen.org">Doxygen</a> 1.5.4
</div>
</div>

</div>

</body>
</html>