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

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Public Member Functions
PayoffCallPhysicalAsk Class Reference

Call option with physical delivery based on ask price (deprecated). More...

`#include <callphysicalask.h>`

Inheritance diagram for PayoffCallPhysicalAsk:

List of all members.

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

## Detailed Description

Call option with physical delivery based on ask price (deprecated).

Pays a share and -strike() in cash, provided that ask price of share is bigger than strike().

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

## Constructor & Destructor Documentation

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

## Member Function Documentation

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

Clone constructor.

Implements Payoff.

Portfolio PayoffCallPhysicalAsk::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/callphysicalask.h

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