Class SuperSharePayoff

Binary supershare payoff

Hierarchy

StrikedTypePayoff
- SuperSharePayoff

Implements

UnaryFunction<Real, Real>

Index

Constructors

constructor

Properties

Methods

Constructors

constructor

new SuperSharePayoff(strike: Real, secondStrike: Real, cashPayoff: Real): SuperSharePayoff

Overrides StrikedTypePayoff.constructor
- Defined in ql/instruments/payoffs.ts:341
Parameters
- strike: Real
- secondStrike: Real
- cashPayoff: Real
Returns SuperSharePayoff

Properties

Protected _cashPayoff

_cashPayoff: Real

Protected _secondStrike

_secondStrike: Real

Protected _strike

_strike: Real

Protected _type

_type: Type

Methods

accept

accept(v: AcyclicVisitor): void

Overrides Payoff.accept
- Defined in ql/instruments/payoffs.ts:369
Parameters
- v: AcyclicVisitor
Returns void

cashPayoff

cashPayoff(): Real

- Defined in ql/instruments/payoffs.ts:384
Returns Real

description

description(): string

Overrides StrikedTypePayoff.description
- Defined in ql/instruments/payoffs.ts:358
Returns string

f

f(price: Real): Real

Overrides Payoff.f
- Defined in ql/instruments/payoffs.ts:363
Parameters
- price: Real
Returns Real

name

name(): string

Overrides Payoff.name
- Defined in ql/instruments/payoffs.ts:354
Returns string

optionType

optionType(): Type

Inherited from TypePayoff.optionType
- Defined in ql/instruments/payoffs.ts:48
Returns Type

secondStrike

secondStrike(): Real

- Defined in ql/instruments/payoffs.ts:381
Returns Real

strike

strike(): Real

Inherited from StrikedTypePayoff.strike
- Defined in ql/instruments/payoffs.ts:89
Returns Real