quantlib.instruments.payoffs.PlainVanillaPayoff

class PlainVanillaPayoff(OptionType option_type, double strike)

Bases: StrikedTypePayoff

Plain vanilla payoff.

Parameters:

  • option_type (Call or Put) – The type of option, can be either Call or Put

  • strike (float) – The strike value

  • Properties

  • ----------

  • option_type

  • strike

__init__(*args, **kwargs)

Methods

__init__(*args, **kwargs)

Attributes

option_type

Exposes the internal option type.

strike

option_type

Exposes the internal option type.

The type can be converted to str using the OptionType enum.