Struct ForwardStartPayoff 

pub struct ForwardStartPayoff {
    pub put_or_call: PutOrCall,
    pub exercise_style: ContractStyle,
    pub strike_fraction: f64,
    pub start_fraction: f64,
}

Fields

put_or_call: PutOrCall

exercise_style: ContractStyle

strike_fraction: f64

Strike as a fraction of the spot on the fixing date (1.0 = at the money).

start_fraction: f64

Fixing time as a fraction of the option life, in (0, 1).

Trait Implementations

impl Debug for ForwardStartPayoff

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl Payoff for ForwardStartPayoff

fn payoff(&self, _spot: f64, _strike: f64) -> f64

Degenerate single-point value (strike not yet fixed): zero.

fn path_payoff(&self, path: &[f64], _strike: f64) -> f64

Payoff for a full simulated path (used by Monte Carlo). Terminal payoffs default to the last point; Asian/Barrier override this. The path excludes the initial spot (it starts at the first step).

fn is_path_dependent(&self) -> bool

True when the payoff depends on the whole path (Asian, Barrier), so engines must simulate paths rather than terminal values.

fn payoff_kind(&self) -> PayoffType

fn put_or_call(&self) -> &PutOrCall

fn exercise_style(&self) -> &ContractStyle

fn as_any(&self) -> &dyn Any

Downcast hook so pricers that need payoff-specific details (e.g. the analytic pricer distinguishing cash- from asset-or-nothing binaries) can recover the concrete payoff type.

fn payoff_amount(&self, base: &EquityOptionBase) -> f64

Intrinsic value at the option’s current underlying price.