Struct BarrierPayoff 

pub struct BarrierPayoff {
    pub put_or_call: PutOrCall,
    pub exercise_style: ContractStyle,
    pub direction: BarrierDirection,
    pub knock: KnockType,
    pub barrier: f64,
}

Fields

put_or_call: PutOrCall

exercise_style: ContractStyle

direction: BarrierDirection

knock: KnockType

barrier: f64

Trait Implementations

impl Debug for BarrierPayoff

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

Formats the value using the given formatter.

impl Payoff for BarrierPayoff

Barrier payoff: payoff is the underlying vanilla leg (used by the analytic building blocks and as the terminal leg of path pricing); path_payoff applies discretely monitored knock logic to a full path. The Monte Carlo engine additionally applies a Brownian-bridge crossing correction, so its effective monitoring is continuous.

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

Payoff for a given level of the underlying: the terminal spot for European exercise, or the exercise spot for American.

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.