kiyosi

外观

<kiyosi/instruments/payoff.hpp> ​

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

PayoffType ​

cpp
enum class PayoffType

Binary payoff denomination.

枚举值

  • cash — Fixed cash payout.
  • asset — Underlying-asset payout.

BinaryPayoff ​

cpp
using kiyosi::BinaryPayoff = std::variant<CashOrNothingPayoff, AssetOrNothingPayoff>

Cash-or-nothing or asset-or-nothing payoff.

payoff_type ​

cpp
PayoffType kiyosi::payoff_type(const BinaryPayoff &payoff) noexcept

Identifies the denomination of a binary payoff. 参数

  • payoff — Payoff to inspect.

返回值: PayoffType::cash or PayoffType::asset.

kiyosi::AssetOrNothingPayoff ​

cpp
struct kiyosi::AssetOrNothingPayoff

Tag for a binary payoff equal to the underlying asset value.

kiyosi::CashOrNothingPayoff ​

cpp
class kiyosi::CashOrNothingPayoff

Validated fixed-cash binary payoff.

成员 ​

payout ​

cpp
double kiyosi::CashOrNothingPayoff::payout() const noexcept

Returns the positive cash payout.

kiyosi::VanillaPayoff ​

cpp
struct kiyosi::VanillaPayoff

Tag for a standard call or put payoff.

kiyosi::OptionPayoff ​

cpp
template <typename Value>
concept kiyosi::OptionPayoff

Payoff tags whose semantics are defined by the core.