quantlib.payoffs.

PlainVanillaPayoff

class PlainVanillaPayoff(OptionType option_type, double strike)

Bases: StrikedTypePayoff

Plain vanilla payoff.

Parameters:

option_typeOptionType

The type of option, can be either Call or Put

strikedouble

The strike value

Attributes:

option_type

OptionType

strike

Methods

__call__(*args, **kwargs)

Call self as a function.