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

Option with fixed payoff independent of spot. More...

#include <constant.h>

Inheritance diagram for PayoffConstant:
Payoff

List of all members.

Public Member Functions

virtual PayoffConstantclone () const
virtual Portfolio operator() (const Spot &spot) const
 PayoffConstant (const Portfolio &payoff)
virtual ~PayoffConstant ()

Detailed Description

Option with fixed payoff independent of spot.


Constructor & Destructor Documentation

PayoffConstant::PayoffConstant ( const Portfolio payoff) [inline]
virtual PayoffConstant::~PayoffConstant ( ) [inline, virtual]

Member Function Documentation

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

Clone constructor.

Implements Payoff.

virtual Portfolio PayoffConstant::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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