Struct BinaryPayoff 

pub struct BinaryPayoff {
    pub put_or_call: PutOrCall,
    pub exercise_style: ContractStyle,
    pub binary_type: BinaryType,
    pub cash: f64,
}

Fields

put_or_call: PutOrCall

exercise_style: ContractStyle

binary_type: BinaryType

cash: f64

Amount paid by a cash-or-nothing binary (ignored for asset-or-nothing).

Trait Implementations

impl Clone for BinaryPayoff

fn clone(&self) -> BinaryPayoff

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for BinaryPayoff

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

Formats the value using the given formatter.

impl Payoff for BinaryPayoff

Binary (digital) payoff, strictly in the money beyond the strike: cash-or-nothing pays cash, asset-or-nothing pays the underlying level.

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 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 clone_box(&self) -> Box<dyn Payoff>

Clone through the trait object, so instruments holding a Box<dyn Payoff> are cloneable (repricing a contract under another market clones the instrument). Implementors write Box::new(self.clone()).

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_amount(&self, spot: f64, strike: f64) -> f64

Intrinsic value at the given spot (the option’s current market spot at its contract strike).

fn path_payoff_var<'t>( &self, _path: &[Var<'t>], _strike: f64, ) -> Option<Var<'t>>

Path payoff in AAD arithmetic — the mirror of path_payoff over tape variables, used by the adjoint Monte Carlo Greeks (montecarlo::aad_greeks). None (the default) opts a payoff out: discontinuous payoffs (barrier, binary, autocallable) must stay out, because the almost-everywhere derivative of an indicator is zero — their Greeks come from the bump stencils instead.