American-transaction costs 1.0.0.0
American option pricer under proportional transaction costs
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Payoff with one strike. More...
#include <singlestrike.h>
Public Member Functions | |
virtual Payoff * | clone () const =0 |
virtual Portfolio | operator() (const Spot &spot) const =0 |
PayoffSingleStrike (const coefficient strike) | |
coefficient | strike () const |
Payoff with one strike.
PayoffSingleStrike::PayoffSingleStrike | ( | const coefficient | strike | ) | [inline] |
virtual Payoff* Payoff::clone | ( | ) | const [pure virtual, inherited] |
Clone constructor.
Implemented in PayoffBasket, PayoffBearSpread, PayoffBullSpread, PayoffButterfly, PayoffCallCashAsk, PayoffCallCashBid, PayoffCallCashUnderlying, PayoffCallPhysical, PayoffCallPhysicalAsk, PayoffCallPhysicalBid, PayoffCallPhysicalUnderlying, PayoffConstant, PayoffMulti, PayoffNeg, PayoffPutCashAsk, PayoffPutCashBid, PayoffPutCashUnderlying, PayoffPutPhysical, PayoffPutPhysicalAsk, PayoffPutPhysicalBid, and PayoffPutPhysicalUnderlying.
Gives payoff of option under given spot price.
Implemented in PayoffBasket, PayoffBearSpread, PayoffBullSpread, PayoffButterfly, PayoffCallCashAsk, PayoffCallCashBid, PayoffCallCashUnderlying, PayoffCallPhysical, PayoffCallPhysicalAsk, PayoffCallPhysicalBid, PayoffCallPhysicalUnderlying, PayoffConstant, PayoffMulti, PayoffNeg, PayoffPutCashAsk, PayoffPutCashBid, PayoffPutCashUnderlying, PayoffPutPhysical, PayoffPutPhysicalAsk, PayoffPutPhysicalBid, and PayoffPutPhysicalUnderlying.
coefficient PayoffSingleStrike::strike | ( | ) | const [inline] |
Strike.