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

Put option with cash delivery based on underlying price. More...

#include <putcashunderlying.h>

Inheritance diagram for PayoffPutCashUnderlying:
PayoffSingleStrike Payoff

List of all members.

Public Member Functions

PayoffPutCashUnderlyingclone () const
Portfolio operator() (const Spot &spot) const
 PayoffPutCashUnderlying (const coefficient strike)
coefficient strike () const

Detailed Description

Put option with cash delivery based on underlying price.

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

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

Constructor & Destructor Documentation

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

Member Function Documentation

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

Clone constructor.

Implements Payoff.

Portfolio PayoffPutCashUnderlying::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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