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

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Public Member Functions | Protected Attributes
PayoffBridge Class Reference

Wrapper for Payoff. More...

`#include <bridge.h>`

List of all members.

## Public Member Functions
Portfolio | operator() (const Spot &spot) const
PayoffBridge & | operator- () const
PayoffBridge & | operator= (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

Payoff* PayoffBridge::_payoff`[protected]`

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

- payoff/bridge.h

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