PayoffBasket Class Reference

Basket option. More...

#include <basket.h>

Inheritance diagram for PayoffBasket:

List of all members.

Public Member Functions
PayoffBasket *	clone () const
Portfolio	operator() (const Spot &spot) const
	PayoffBasket (const payoff_array &payoffs)
	PayoffBasket (const PayoffBasket &original)
Protected Attributes
payoff_array	_payoffs

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Detailed Description

Basket option.

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Constructor & Destructor Documentation

PayoffBasket::PayoffBasket

(

const payoff_array &

payoffs

)

[inline]

PayoffBasket::PayoffBasket

(

const PayoffBasket &

original

)

[inline]

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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.

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Member Data Documentation

payoff_array PayoffBasket::_payoffs [protected]

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

• payoff/basket.h