Payoffs for various options. More...
Classes | |
class | NullPayoff |
Dummy payoff class. More... | |
class | TypePayoff |
Intermediate class for put/call payoffs. More... | |
class | FloatingTypePayoff |
Payoff based on a floating strike More... | |
class | StrikedTypePayoff |
Intermediate class for payoffs based on a fixed strike. More... | |
class | PlainVanillaPayoff |
Plain-vanilla payoff. More... | |
class | PercentageStrikePayoff |
Payoff with strike expressed as percentage More... | |
class | AssetOrNothingPayoff |
Binary asset-or-nothing payoff. More... | |
class | CashOrNothingPayoff |
Binary cash-or-nothing payoff. More... | |
class | GapPayoff |
Binary gap payoff. More... | |
class | SuperFundPayoff |
Binary supershare and superfund payoffs. More... | |
class | SuperSharePayoff |
Binary supershare payoff. More... |
Payoffs for various options.