American-transaction costs 1.0.0.0
American option pricer under proportional transaction costs
|
Option with fixed payoff independent of spot. More...
#include <constant.h>
Public Member Functions | |
virtual PayoffConstant * | clone () const |
virtual Portfolio | operator() (const Spot &spot) const |
PayoffConstant (const Portfolio &payoff) | |
virtual | ~PayoffConstant () |
Option with fixed payoff independent of spot.
PayoffConstant::PayoffConstant | ( | const Portfolio & | payoff | ) | [inline] |
virtual PayoffConstant::~PayoffConstant | ( | ) | [inline, virtual] |
virtual PayoffConstant* PayoffConstant::clone | ( | ) | const [inline, virtual] |
Clone constructor.
Implements Payoff.
Gives payoff of option under given spot price.
Implements Payoff.