Struct AsianPayoff 

pub struct AsianPayoff {
    pub put_or_call: PutOrCall,
    pub exercise_style: ContractStyle,
    pub averaging: AveragingType,
    pub strike_type: AsianStrikeType,
}

Fields

put_or_call: PutOrCall

exercise_style: ContractStyle

averaging: AveragingType

strike_type: AsianStrikeType

Trait Implementations

impl Debug for AsianPayoff

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

Formats the value using the given formatter.

impl Payoff for AsianPayoff

Asian payoff: the average is taken over the monitored path points (equally spaced, spot excluded). Fixed strike pays on the average against the strike; floating strike pays on the terminal spot against the average.

fn payoff(&self, spot: f64, strike: f64) -> f64

Degenerate single-point average (used for intrinsic display only; engines route Asians through path_payoff).

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.