American-transaction costs 1.0.0.0 American option pricer under proportional transaction costs

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Public Member Functions
PayoffMulti Class Reference

Scalar multiple of Payoff. More...

`#include <multi.h>`

Inheritance diagram for PayoffMulti:

List of all members.

## Public Member Functions
PayoffMulti * | clone () 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:

- payoff/multi.h

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