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

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

#include <putcashbid.h>

Inheritance diagram for PayoffPutCashBid:
PayoffSingleStrike Payoff

List of all members.

Public Member Functions

PayoffPutCashBidclone () const
Portfolio operator() (const Spot &spot) const
 PayoffPutCashBid (const coefficient strike)
coefficient strike () const

Detailed Description

Put option with cash delivery based on bid price.

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

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

Constructor & Destructor Documentation

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

Member Function Documentation

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

Clone constructor.

Implements Payoff.

Portfolio PayoffPutCashBid::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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