qdpmc.tools.payoffs.asset_or_nothing¶

qdpmc.tools.payoffs.asset_or_nothing(underlying_price, strike)[source]¶

An asset-or-nothing payoff function

Parameters

underlying_price (numpy.ndarray) – An array of price of the underlying asset.
strike (scalar) – The strike of the option.

Returns

numpy.ndarray – The payoff array.