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

Call option with cash delivery based on bid price. More...

#include <callcashbid.h>

Inheritance diagram for PayoffCallCashBid:
PayoffSingleStrike Payoff

List of all members.

Public Member Functions

PayoffCallCashBidclone () const
Portfolio operator() (const Spot &spot) const
 PayoffCallCashBid (const coefficient strike)
coefficient strike () const

Detailed Description

Call option with cash delivery based on bid price.

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

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

Constructor & Destructor Documentation

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

Member Function Documentation

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

Clone constructor.

Implements Payoff.

Portfolio PayoffCallCashBid::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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