American-transaction costs 1.0.0.0
American option pricer under proportional transaction costs
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#include <neg.h>
Public Member Functions | |
PayoffNeg * | clone () const |
Portfolio | operator() (const Spot &spot) const |
PayoffNeg (const Payoff &payoff) | |
~PayoffNeg () |
Negates Payoff.
PayoffNeg::PayoffNeg | ( | const Payoff & | payoff | ) | [inline] |
PayoffNeg::~PayoffNeg | ( | ) | [inline] |
Gives payoff of option under given spot price.
Implements Payoff.