Superfund sometimes also called "supershare", which can lead to ambiguity;
within QuantLib the terms supershare and superfund are used consistently
according to the definitions in Bloomberg OVX function's help pages.
This payoff is equivalent to being (1/lowerstrike) a) long (short) an
AssetOrNothing Call (Put) at the lower strike and b) short (long) an
AssetOrNothing Call (Put) at the higher strike
Binary superfund payoff
Superfund sometimes also called "supershare", which can lead to ambiguity; within QuantLib the terms supershare and superfund are used consistently according to the definitions in Bloomberg OVX function's help pages.
This payoff is equivalent to being (1/lowerstrike) a) long (short) an AssetOrNothing Call (Put) at the lower strike and b) short (long) an AssetOrNothing Call (Put) at the higher strike