19 lines
340 B
C++
19 lines
340 B
C++
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//
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// Created by David Doebel on 05.03.2026.
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//
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#include "Payoff.hpp"
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#include <algorithm>
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double CallPayoff::operator()(double S) {
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return std::max(0., S - strike_);
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}
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double PutPayoff::operator()(double S) {
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return std::max(0., strike_ - S);
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}
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double DigitalPayoff::operator()(double S) {
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return S > strike_ ? 1. : 0.;
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}
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