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

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Public Member Functions | Protected Attributes
PayoffBasket Class Reference

Basket option. More...

`#include <basket.h>`

Inheritance diagram for PayoffBasket:

List of all members.

## Public Member Functions
PayoffBasket * | clone () const
Portfolio | operator() (const Spot &spot) const
| PayoffBasket (const payoff_array &payoffs)
| PayoffBasket (const PayoffBasket &original)
## Protected Attributes
payoff_array | _payoffs

## Detailed Description

Basket option.

## Constructor & Destructor Documentation

PayoffBasket::PayoffBasket | ( | const payoff_array & | payoffs | ) | `[inline]`

PayoffBasket::PayoffBasket | ( | const PayoffBasket & | original | ) | `[inline]`

## Member Function Documentation

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

Clone constructor.

Implements Payoff.

Portfolio PayoffBasket::operator() | ( | const Spot & | spot | ) | const`[inline, virtual]`

Gives payoff of option under given spot price.

Implements Payoff.

## Member Data Documentation

payoff_array PayoffBasket::_payoffs`[protected]`

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

- payoff/basket.h

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