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

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Public Member Functions
PayoffNeg Class Reference

Negates Payoff. More...

`#include <neg.h>`

Inheritance diagram for PayoffNeg:

List of all members.

## Public Member Functions
PayoffNeg * | clone () const
Portfolio | operator() (const Spot &spot) const
| PayoffNeg (const Payoff &payoff)
| ~PayoffNeg ()

## Detailed Description

Negates Payoff.

## Constructor & Destructor Documentation

PayoffNeg::PayoffNeg | ( | const Payoff & | payoff | ) | `[inline]`

PayoffNeg::~PayoffNeg | ( |  | ) | `[inline]`

## Member Function Documentation

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

Clone constructor.

Implements Payoff.

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

Gives payoff of option under given spot price.

Implements Payoff.

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

- payoff/neg.h

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