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

Scalar multiple of Payoff. More...

#include <multi.h>

Inheritance diagram for PayoffMulti:
Payoff

List of all members.

Public Member Functions

PayoffMulticlone () const
Portfolio operator() (const Spot &spot) const
 PayoffMulti (const PayoffMulti &payoff)
 PayoffMulti (const coefficient multiple, const Payoff &payoff)
 PayoffMulti (const Payoff &payoff)
 ~PayoffMulti ()

Detailed Description

Scalar multiple of Payoff.

Inspired by the PayoffBridge class in Joshi, M. "Design Patterns and Derivatives Pricing", Cambridge University Press, 2004.

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

Constructor & Destructor Documentation

PayoffMulti::PayoffMulti ( const PayoffMulti payoff) [inline]
PayoffMulti::PayoffMulti ( const coefficient  multiple,
const Payoff payoff 
) [inline]
PayoffMulti::PayoffMulti ( const Payoff payoff) [inline]
PayoffMulti::~PayoffMulti ( ) [inline]

Member Function Documentation

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

Clone constructor.

Implements Payoff.

Portfolio PayoffMulti::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:
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