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

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Public Member Functions
Spot Class Reference

Asset price with proportional transaction costs. More...

`#include <spot.h>`

Inheritance diagram for Spot:

List of all members.

## Public Member Functions
coefficient | ask () const
coefficient | bid () const
| Spot (const coefficient bid, const coefficient underlying, const coefficient ask)
| Spot (const coefficient &underlying=NAN)
coefficient | underlying () const

## Detailed Description

Asset price with proportional transaction costs.

Asset can be bought at ask() price and sold at bid() price.

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

## Constructor & Destructor Documentation

Spot::Spot | ( | const coefficient & | underlying = `NAN` | ) | `[inline]`

Spot::Spot | ( | const coefficient | bid,
|  | const coefficient | underlying,
|  | const coefficient | ask
| ) |  | `[inline]`

## Member Function Documentation

coefficient Spot::ask | ( |  | ) | const`[inline]`

Price at which asset may be bought.

coefficient Spot::bid | ( |  | ) | const`[inline]`

Price at which asset may be sold.

coefficient Spot::underlying | ( |  | ) | const`[inline]`

Underlying asset price.

The documentation for this class was generated from the following file:

- spot.h

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