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

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PayoffPutPhysicalBid Class Reference

Put option with physical delivery based on bid price (deprecated). More...

`#include <putphysicalbid.h>`

Inheritance diagram for PayoffPutPhysicalBid:

List of all members.

## Public Member Functions
PayoffPutPhysicalBid * | clone () const
Portfolio | operator() (const Spot &spot) const
| PayoffPutPhysicalBid (const coefficient strike)
coefficient | strike () const

## Detailed Description

Put option with physical delivery based on bid price (deprecated).

Pays a portfolio of strike() in cash and a short position in the stock, provided that bid price of share is less than strike().

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

## Constructor & Destructor Documentation

PayoffPutPhysicalBid::PayoffPutPhysicalBid | ( | const coefficient | strike | ) | `[inline]`

## Member Function Documentation

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

Clone constructor.

Implements Payoff.

Portfolio PayoffPutPhysicalBid::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:

- payoff/putphysicalbid.h

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