Re: [Quantlib-users] FX binary option payout currency

[Jacek B. <jac...@gm...>]

Hi Aleksis.
Try using AssetOrNothingPayoff class.


sob., 30 kwi 2022, 15:32 użytkownik Aleksis Ali Raza via QuantLib-users <
qua...@li...> napisał:

> 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
>
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