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

Call option with cash delivery based on underlying stock price. More...

#include <callcashunderlying.h>

Inheritance diagram for PayoffCallCashUnderlying:
PayoffSingleStrike Payoff

List of all members.

Public Member Functions

PayoffCallCashUnderlyingclone () const
Portfolio operator() (const Spot &spot) const
 PayoffCallCashUnderlying (const coefficient strike)
coefficient strike () const

Detailed Description

Call option with cash delivery based on underlying stock price.

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

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

Constructor & Destructor Documentation

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

Member Function Documentation

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

Clone constructor.

Implements Payoff.

Portfolio PayoffCallCashUnderlying::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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