CashOrNothingPayoff Class Reference

#include <ql/Instruments/payoffs.hpp>

Inheritance diagram for CashOrNothingPayoff:

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Detailed Description

Binary cash-or-nothing payoff.


Public Member Functions

 CashOrNothingPayoff (Option::Type type, Real strike, Real cashPayoff)
Real operator() (Real price) const
Real cashPayoff () const


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