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

Negates Payoff. More...

#include <neg.h>

Inheritance diagram for PayoffNeg:
Payoff

List of all members.

Public Member Functions

PayoffNegclone () const
Portfolio operator() (const Spot &spot) const
 PayoffNeg (const Payoff &payoff)
 ~PayoffNeg ()

Detailed Description

Negates Payoff.


Constructor & Destructor Documentation

PayoffNeg::PayoffNeg ( const Payoff payoff) [inline]
PayoffNeg::~PayoffNeg ( ) [inline]

Member Function Documentation

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

Clone constructor.

Implements Payoff.

Portfolio PayoffNeg::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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