American-transaction costs 1.0.0.0 American option pricer under proportional transaction costs

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PayoffConstant Class Reference

Option with fixed payoff independent of spot. More...

`#include <constant.h>`

Inheritance diagram for PayoffConstant:

List of all members.

## Public Member Functions
virtual PayoffConstant * | clone () const
virtual Portfolio | operator() (const Spot &spot) const
| PayoffConstant (const Portfolio &payoff)
virtual | ~PayoffConstant ()

## Detailed Description

Option with fixed payoff independent of spot.

## Constructor & Destructor Documentation

PayoffConstant::PayoffConstant | ( | const Portfolio & | payoff | ) | `[inline]`

virtual PayoffConstant::~PayoffConstant | ( |  | ) | `[inline, virtual]`

## Member Function Documentation

virtual PayoffConstant* PayoffConstant::clone | ( |  | ) | const`[inline, virtual]`

Clone constructor.

Implements Payoff.

virtual Portfolio PayoffConstant::operator() | ( | const Spot & | spot | ) | const`[inline, virtual]`

Gives payoff of option under given spot price.

Implements Payoff.

The documentation for this class was generated from the following file:

- payoff/constant.h

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