PayoffCallPhysicalUnderlying Class Reference

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

#include <callphysicalunderlying.h>

Inheritance diagram for PayoffCallPhysicalUnderlying:

List of all members.

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

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Detailed Description

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().

Author:

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

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Constructor & Destructor Documentation

PayoffCallPhysicalUnderlying::PayoffCallPhysicalUnderlying

(

const coefficient

strike

)

[inline]

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Member Function Documentation

PayoffCallPhysicalUnderlying* PayoffCallPhysicalUnderlying::clone

(

)

const [inline, virtual]

Clone constructor.

Implements Payoff.

Portfolio PayoffCallPhysicalUnderlying::operator()

(

const Spot &

spot

)

const [inline, virtual]

Gives payoff of option under given spot price.

Implements Payoff.

coefficient PayoffSingleStrike::strike

(

)

const [inline, inherited]

Strike.

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

• payoff/callphysicalunderlying.h