kiyosi

外观

<kiyosi/instruments/exercise_based_option.hpp> ​

cpp
#include <kiyosi/instruments/exercise_based_option.hpp>

kiyosi::ExerciseBasedOption ​

cpp
template <OptionPayoff Payoff, OptionExercise Exercise>
class kiyosi::ExerciseBasedOption

An option built from an independent payoff and exercise style over shared option terms. 模板参数

  • Payoff — Copyable payoff tag satisfying OptionPayoff.
  • Exercise — Copyable exercise-style tag satisfying OptionExercise.

成员 ​

option_type ​

cpp
OptionType kiyosi::ExerciseBasedOption<Payoff, Exercise>::option_type() const noexcept

Returns the call-or-put direction.

strike ​

cpp
double kiyosi::ExerciseBasedOption<Payoff, Exercise>::strike() const noexcept

Returns the positive strike price.

effective_date ​

cpp
Date kiyosi::ExerciseBasedOption<Payoff, Exercise>::effective_date() const noexcept

Returns the first date of the option life.

expiry_date ​

cpp
Date kiyosi::ExerciseBasedOption<Payoff, Exercise>::expiry_date() const noexcept

Returns the option expiry date.

terms ​

cpp
const OptionTerms & kiyosi::ExerciseBasedOption<Payoff, Exercise>::terms() const noexcept

Returns the validated contractual terms.

payoff ​

cpp
const Payoff & kiyosi::ExerciseBasedOption<Payoff, Exercise>::payoff() const noexcept

Returns the payoff tag.

exercise ​

cpp
const Exercise & kiyosi::ExerciseBasedOption<Payoff, Exercise>::exercise() const noexcept

Returns the exercise-style tag.

payout ​

cpp
double kiyosi::ExerciseBasedOption<Payoff, Exercise>::payout() const noexcept

Returns the fixed payout when the payoff type provides one.