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

Payoff with one strike. More...

#include <singlestrike.h>

Inheritance diagram for PayoffSingleStrike:
Payoff PayoffCallCashAsk PayoffCallCashBid PayoffCallCashUnderlying PayoffCallPhysical PayoffCallPhysicalAsk PayoffCallPhysicalBid PayoffCallPhysicalUnderlying PayoffPutCashAsk PayoffPutCashBid PayoffPutCashUnderlying PayoffPutPhysical PayoffPutPhysicalAsk PayoffPutPhysicalBid PayoffPutPhysicalUnderlying

List of all members.

Public Member Functions

virtual Payoffclone () const =0
virtual Portfolio operator() (const Spot &spot) const =0
 PayoffSingleStrike (const coefficient strike)
coefficient strike () const

Detailed Description

Payoff with one strike.


Constructor & Destructor Documentation

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

Member Function Documentation

coefficient PayoffSingleStrike::strike ( ) const [inline]

Strike.


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