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

Put option with physical delivery based on underlying price (deprecated). More...

#include <putphysicalunderlying.h>

Inheritance diagram for PayoffPutPhysicalUnderlying:
PayoffSingleStrike Payoff

List of all members.

Public Member Functions

PayoffPutPhysicalUnderlyingclone () const
Portfolio operator() (const Spot &spot) const
 PayoffPutPhysicalUnderlying (const coefficient strike)
coefficient strike () const

Detailed Description

Put option with physical delivery based on underlying price (deprecated).

Pays a portfolio of strike() in cash and a short position in the stock, provided that underlying share price is less than strike().

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

Constructor & Destructor Documentation

PayoffPutPhysicalUnderlying::PayoffPutPhysicalUnderlying ( const coefficient  strike) [inline]

Member Function Documentation

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

Clone constructor.

Implements Payoff.

Portfolio PayoffPutPhysicalUnderlying::operator() ( const Spot spot) const [inline, virtual]

Gives payoff of option under given spot price.

Implements Payoff.

coefficient PayoffSingleStrike::strike ( ) const [inline, inherited]

Strike.


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