American-transaction costs 1.0.0.0
American option pricer under proportional transaction costs
|
Put option with cash delivery based on ask price. More...
#include <putcashask.h>
Public Member Functions | |
PayoffPutCashAsk * | clone () const |
Portfolio | operator() (const Spot &spot) const |
PayoffPutCashAsk (const coefficient strike) | |
coefficient | strike () const |
Put option with cash delivery based on ask price.
Pays strike() minus ask price of share in cash (and no shares).
PayoffPutCashAsk::PayoffPutCashAsk | ( | const coefficient | strike | ) | [inline] |
PayoffPutCashAsk* PayoffPutCashAsk::clone | ( | ) | const [inline, virtual] |
Clone constructor.
Implements Payoff.
Gives payoff of option under given spot price.
Implements Payoff.
coefficient PayoffSingleStrike::strike | ( | ) | const [inline, inherited] |
Strike.