payoff_class

In this module, the Python PayOff class is defined. This class allows to the user configure payoffs for different financial derivatives (like options or futures) by providing typical financial parameters The PayOff class uses functions from finance.classical_finance module.

Authors: Alberto Pedro Manzano Herrero & Gonzalo Ferro

class QQuantLib.finance.payoff_class.PayOff(**kwargs)

Class for selecting derivative options and configuring them.

Parameters:

  • kwargs (dictionary) – Dictionary for selecting and configuring the derivative option.

  • strike (kwargs, float) – strike of the option.

  • coupon (kwargs, float) – only valid for Digital Options

  • pay_off (kwargs, string) – type of pay_off function to load

get_pay_off()

Select of a PayOff