Class MinBasketPayoff

Namespace

NanoQL.Instruments

Assembly

NanoQL.dll

A basket payoff on the smallest of the assets' prices.

public sealed class MinBasketPayoff : BasketPayoff

Inheritance

object

Payoff

BasketPayoff

MinBasketPayoff

Inherited Members

BasketPayoff.Evaluate(double)

BasketPayoff.Evaluate(ReadOnlySpan<double>)

BasketPayoff.BasePayoff

BasketPayoff.Name

BasketPayoff.Description

object.GetType()

object.ToString()

object.Equals(object)

object.Equals(object, object)

object.ReferenceEquals(object, object)

object.GetHashCode()

Remarks

An empty basket is refused, where QuantLib dereferences the end of the empty range (Divergences/BasketPayoffEmptyTests.cs).

Constructors

MinBasketPayoff(Payoff)

Initializes a new instance of the MinBasketPayoff class.

public MinBasketPayoff(Payoff basePayoff)

Parameters

basePayoff Payoff

The one-dimensional payoff applied to the minimum.

Exceptions

ArgumentNullException

basePayoff is null.

Methods

Accumulate(ReadOnlySpan<double>)

The smallest of the prices, the first of equal ones, as std::min_element keeps it.

public override double Accumulate(ReadOnlySpan<double> a)

Parameters

a ReadOnlySpan<double>

The assets' prices.

Returns

double

The minimum.

Exceptions

ArgumentException

a is empty.