cppfin/DoubleDigital.cpp at master · LI7CH3135/cppfin · GitHub

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//
//
//
//                            DoubleDigital.cpp
//
//

#include "DoubleDigital.h"

PayOffDoubleDigital::PayOffDoubleDigital(double LowerLevel_, double UpperLevel_)
                      :   LowerLevel(LowerLevel_),
                          UpperLevel(UpperLevel_)
{
}

double PayOffDoubleDigital::operator()(double Spot) const
{
    if (Spot <= LowerLevel)
        return 0;
    if (Spot >= UpperLevel)
        return 0;

    return 1;
}

/*
 *
 * Copyright (c) 2002
 * Mark Joshi
 *
 * Permission to use, copy, modify, distribute and sell this
 * software for any purpose is hereby
 * granted without fee, provided that the above copyright notice
 * appear in all copies and that both that copyright notice and
 * this permission notice appear in supporting documentation.
 * Mark Joshi makes no representations about the
 * suitability of this software for any purpose. It is provided
 * "as is" without express or implied warranty.
*/