Class PlainVanillaPayoff

Namespace

NanoQL.Instruments

Assembly

NanoQL.dll

The plain-vanilla payoff.

public sealed class PlainVanillaPayoff : StrikedTypePayoff

Inheritance

object

Payoff

TypePayoff

StrikedTypePayoff

PlainVanillaPayoff

Inherited Members

StrikedTypePayoff.Strike

StrikedTypePayoff.Description

TypePayoff.OptionType

object.GetType()

object.ToString()

object.Equals(object)

object.Equals(object, object)

object.ReferenceEquals(object, object)

object.GetHashCode()

Constructors

PlainVanillaPayoff(OptionType, double)

Initializes a new instance of the PlainVanillaPayoff class.

public PlainVanillaPayoff(OptionType type, double strike)

Parameters

type OptionType

Call or put.

strike double

The strike.

Exceptions

ArgumentOutOfRangeException

type isn't a member of its type.

Properties

Name

Gets the payoff's name.

public override string Name { get; }

Property Value

string

Remarks

Used for output and comparison between payoffs. It is not meant to be used for writing switch-on-type code.

Methods

Evaluate(double)

The payoff at the given price: the call's max(price − strike, 0) or the put's max(strike − price, 0).

public override double Evaluate(double price)

Parameters

price double

The underlying's price.

Returns

double

The payoff.