[Quantlib-users] FX binary option payout currency

[Aleksis A. R. <ale...@go...>]

Hi, when evaluating a binary payoff (using CashOrNothingPayoff) for a currency pair CCY1/CCY2 (eg. USD/JPY), the payout currency is CCY2 by default (so JPY in the example). Other than inverting the pair (which is very awkward), is there any way to switch the payout to be in CCY1 (i.e. USD) instead, as is conventional?

Thanks, Aleksis