PayoffCallPhysicalAsk Class Reference

Call option with physical delivery based on ask price (deprecated). More...

#include <callphysicalask.h>

Inheritance diagram for PayoffCallPhysicalAsk:

List of all members.

Public Member Functions
PayoffCallPhysicalAsk *	clone () const
Portfolio	operator() (const Spot &spot) const
	PayoffCallPhysicalAsk (const coefficient strike)
coefficient	strike () const

---

Detailed Description

Call option with physical delivery based on ask price (deprecated).

Pays a share and -strike() in cash, provided that ask price of share is bigger than strike().

Author:

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

---

Constructor & Destructor Documentation

PayoffCallPhysicalAsk::PayoffCallPhysicalAsk

(

const coefficient

strike

)

[inline]

---

Member Function Documentation

PayoffCallPhysicalAsk* PayoffCallPhysicalAsk::clone

(

)

const [inline, virtual]

Clone constructor.

Implements Payoff.

Portfolio PayoffCallPhysicalAsk::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:

• payoff/callphysicalask.h