kiyosi

外观

<kiyosi/instruments/autocallable/phoenix.hpp> ​

cpp
#include <kiyosi/instruments/autocallable/phoenix.hpp>

make_phoenix_option ​

cpp
Result<PhoenixOption> kiyosi::make_phoenix_option(PhoenixTerms terms)

Creates a validated Phoenix product, owning its supplied terms. 返回值: The option, or an input-validation error with a stable category.

kiyosi::PhoenixTerms ​

cpp
struct kiyosi::PhoenixTerms

Input terms used to construct a PhoenixOption.

成员 ​

coupon_rate ​

cpp
double kiyosi::PhoenixTerms::coupon_rate

Finite annualized coupon rate per observation period (ACT/365 Fixed).

initial_spot ​

cpp
double kiyosi::PhoenixTerms::initial_spot

Positive reference spot.

knock_in_level ​

cpp
double kiyosi::PhoenixTerms::knock_in_level

Positive downside knock-in level.

upper_strike ​

cpp
double kiyosi::PhoenixTerms::upper_strike

Positive upper settlement strike.

lower_strike ​

cpp
double kiyosi::PhoenixTerms::lower_strike

Non-negative lower settlement strike.

knock_in_observation_mode ​

cpp
KnockInObservationMode kiyosi::PhoenixTerms::knock_in_observation_mode

Knock-in monitoring frequency.

barrier_state ​

cpp
std::optional<AutocallableBarrierState> kiyosi::PhoenixTerms::barrier_state

Prior barrier state; required after monitoring begins.

principal_ratio ​

cpp
double kiyosi::PhoenixTerms::principal_ratio

Non-negative principal component in normalized payoff units.

effective_date ​

cpp
Date kiyosi::PhoenixTerms::effective_date

First date of the note life.

expiry_date ​

cpp
Date kiyosi::PhoenixTerms::expiry_date

Final date of the note life.

observations ​

cpp
std::vector<AutocallableObservation> kiyosi::PhoenixTerms::observations

Complete contractual observations, with each date and its terms associated.