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

Basket option. More...

#include <basket.h>

Inheritance diagram for PayoffBasket:
Payoff

List of all members.

Public Member Functions

PayoffBasketclone () const
Portfolio operator() (const Spot &spot) const
 PayoffBasket (const payoff_array &payoffs)
 PayoffBasket (const PayoffBasket &original)

Protected Attributes

payoff_array _payoffs

Detailed Description

Basket option.


Constructor & Destructor Documentation

PayoffBasket::PayoffBasket ( const payoff_array payoffs) [inline]
PayoffBasket::PayoffBasket ( const PayoffBasket original) [inline]

Member Function Documentation

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

Clone constructor.

Implements Payoff.

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

Gives payoff of option under given spot price.

Implements Payoff.


Member Data Documentation


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