BinaryVariant Struct Reference

Defines the Option Binary Variants. More...

Public Types
enum	Enum { Undefined = 0, CashOrNothing = 1, AssetOrNothing = 2 }
	Defines the Option Binary Variants. More...

Detailed Description

Defines the Option Binary Variants.

Member Enumeration Documentation

enum Enum

Defines the Option Binary Variants.

Enumerator
CashOrNothing	Pays out a predefined cash amount in case the option is in the money. Otherwise (out of the money), no money at all is paid out.
AssetOrNothing	Two different assets with corresponding dependencies on strike price determine whether a predefined amount of cash shall be paid out. There exists four different types of Asset-or-Nothing options: Call, Put, Downup and Up-down.