/** * @file Payoff.cpp * @brief Payoff function implementations. */ #include "Payoff.hpp" #include double CallPayoff::operator()(double S) { return std::max(0., S - strike_); } double PutPayoff::operator()(double S) { return std::max(0., strike_ - S); } double DigitalPayoff::operator()(double S) { return S > strike_ ? 1. : 0.; }