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

Wrapper for Payoff. More...

#include <bridge.h>

List of all members.

Public Member Functions

Portfolio operator() (const Spot &spot) const
PayoffBridgeoperator- () const
PayoffBridgeoperator= (const PayoffBridge &original)
 PayoffBridge (const Payoff &payoff)
 PayoffBridge (const PayoffBridge &original)
 ~PayoffBridge ()

Protected Attributes

Payoff_payoff

Detailed Description

Wrapper for Payoff.

Takes care of Payoff memory management. Based on the PayoffBridge class in Joshi, M. "Design Patterns and Derivatives Pricing", Cambridge University Press, 2004.

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

Constructor & Destructor Documentation

PayoffBridge::PayoffBridge ( const PayoffBridge original) [inline]
PayoffBridge::PayoffBridge ( const Payoff payoff) [inline]
PayoffBridge::~PayoffBridge ( ) [inline]

Member Function Documentation

Portfolio PayoffBridge::operator() ( const Spot spot) const [inline]

Payoff for given spot.

PayoffBridge& PayoffBridge::operator- ( ) const [inline]

Negation operator.

PayoffBridge& PayoffBridge::operator= ( const PayoffBridge original) [inline]

Assignment operator.


Member Data Documentation


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