American-transaction costs 1.0.0.0
American option pricer under proportional transaction costs
PayoffCallCashAsk Class Reference

Call option with cash delivery based on ask price. More...

#include <callcashask.h>

Inheritance diagram for PayoffCallCashAsk:
PayoffSingleStrike Payoff

List of all members.

Public Member Functions

PayoffCallCashAskclone () const
Portfolio operator() (const Spot &spot) const
 PayoffCallCashAsk (const coefficient strike)
coefficient strike () const

Detailed Description

Call option with cash delivery based on ask price.

Pays asking price of share minus strike() in cash (and no shares).

Author:
Alet Roux <alet.roux@york.ac.uk>

Constructor & Destructor Documentation

PayoffCallCashAsk::PayoffCallCashAsk ( const coefficient  strike) [inline]

Member Function Documentation

PayoffCallCashAsk* PayoffCallCashAsk::clone ( ) const [inline, virtual]

Clone constructor.

Implements Payoff.

Portfolio PayoffCallCashAsk::operator() ( const Spot spot) const [inline, virtual]

Gives payoff of option under given spot price.

Implements Payoff.

coefficient PayoffSingleStrike::strike ( ) const [inline, inherited]

Strike.


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