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<title>CashOrNothingPayoff Class Reference</title>
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<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
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<a href="#pub-methods">Public Member Functions</a> |
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<!-- doxytag: class="QuantLib::CashOrNothingPayoff" --><!-- doxytag: inherits="QuantLib::StrikedTypePayoff" -->
<p>Binary cash-or-nothing payoff.
<a href="class_quant_lib_1_1_cash_or_nothing_payoff.html#details">More...</a></p>
<p><code>#include <ql/instruments/payoffs.hpp></code></p>
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Inheritance diagram for CashOrNothingPayoff:</div>
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<area shape="rect" id="node2" href="class_quant_lib_1_1_striked_type_payoff.html" title="Intermediate class for payoffs based on a fixed strike." alt="" coords="15,6,140,37"/></map>
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<p><a href="class_quant_lib_1_1_cash_or_nothing_payoff-members.html">List of all members.</a></p>
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Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="afeb67fb6a0f48a80a84975ff4007bacd"></a><!-- doxytag: member="QuantLib::CashOrNothingPayoff::CashOrNothingPayoff" ref="afeb67fb6a0f48a80a84975ff4007bacd" args="(Option::Type type, Real strike, Real cashPayoff)" -->
 </td><td class="memItemRight" valign="bottom"><b>CashOrNothingPayoff</b> (Option::Type type, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> strike, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> cashPayoff)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a45c7a9c6c8feb5df9bd796da3c3da7a5"></a><!-- doxytag: member="QuantLib::CashOrNothingPayoff::cashPayoff" ref="a45c7a9c6c8feb5df9bd796da3c3da7a5" args="() const " -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>cashPayoff</b> () const </td></tr>
<tr><td colspan="2"><div class="groupHeader">Payoff interface</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">std::string </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cash_or_nothing_payoff.html#a37627d5d5bba7f4a8690c71c2ab3cb07">name</a> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a7b5000e45c1386c4e56ef650f6b0ef5b"></a><!-- doxytag: member="QuantLib::CashOrNothingPayoff::description" ref="a7b5000e45c1386c4e56ef650f6b0ef5b" args="() const " -->
std::string </td><td class="memItemRight" valign="bottom"><b>description</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a8e9eb08690dcc10907f3eceb76e90bbe"></a><!-- doxytag: member="QuantLib::CashOrNothingPayoff::operator()" ref="a8e9eb08690dcc10907f3eceb76e90bbe" args="(Real price) const " -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>operator()</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> price) const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a896099363a2a409d2485c3ce9e4e4265"></a><!-- doxytag: member="QuantLib::CashOrNothingPayoff::accept" ref="a896099363a2a409d2485c3ce9e4e4265" args="(AcyclicVisitor &)" -->
virtual void </td><td class="memItemRight" valign="bottom"><b>accept</b> (<a class="el" href="class_quant_lib_1_1_acyclic_visitor.html">AcyclicVisitor</a> &)</td></tr>
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Protected Attributes</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a826fc0267983b40d8a3a05ce80a54826"></a><!-- doxytag: member="QuantLib::CashOrNothingPayoff::cashPayoff_" ref="a826fc0267983b40d8a3a05ce80a54826" args="" -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>cashPayoff_</b></td></tr>
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<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>Binary cash-or-nothing payoff. </p>
<dl><dt><b>Examples: </b></dt><dd><a class="el" href="_replication_8cpp-example.html#_a24">Replication.cpp</a>.</dd>
</dl></div><hr/><h2>Member Function Documentation</h2>
<a class="anchor" id="a37627d5d5bba7f4a8690c71c2ab3cb07"></a><!-- doxytag: member="QuantLib::CashOrNothingPayoff::name" ref="a37627d5d5bba7f4a8690c71c2ab3cb07" args="() const " -->
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<td class="memname">std::string <a class="el" href="class_quant_lib_1_1_cash_or_nothing_payoff.html#a37627d5d5bba7f4a8690c71c2ab3cb07">name</a> </td>
<td>(</td>
<td class="paramname"></td><td>)</td>
<td> const<code> [virtual]</code></td>
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<dl class="caveats"><dt><b><a class="el" href="caveats.html#_caveats000087">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#a7f04e718c6856c4d3d77a496b6acad0d">Payoff</a>.</p>
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