American-transaction costs 1.0.0.0
American option pricer under proportional transaction costs
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Call option with physical delivery based on underlying stock price (deprecated). More...
#include <callphysicalunderlying.h>
Public Member Functions | |
PayoffCallPhysicalUnderlying * | clone () const |
Portfolio | operator() (const Spot &spot) const |
PayoffCallPhysicalUnderlying (const coefficient strike) | |
coefficient | strike () const |
Call option with physical delivery based on underlying stock price (deprecated).
Pays a share and -strike() in cash, provided that underlying price of share is bigger than strike().
PayoffCallPhysicalUnderlying::PayoffCallPhysicalUnderlying | ( | const coefficient | strike | ) | [inline] |
PayoffCallPhysicalUnderlying* PayoffCallPhysicalUnderlying::clone | ( | ) | const [inline, virtual] |
Clone constructor.
Implements Payoff.
Gives payoff of option under given spot price.
Implements Payoff.
coefficient PayoffSingleStrike::strike | ( | ) | const [inline, inherited] |
Strike.