Portfolio Class Reference

Holdings of cash and stock. More...

#include <portfolio.h>

List of all members.

Public Member Functions
void	accumulate (const coefficient R)
void	accumulate (const ShortRate &r, const coefficient t1, const coefficient t2)
void	buy (const coefficient s, const Spot &spot)
coefficient	cash () const
Portfolio &	operator*= (const coefficient scale)
Portfolio &	operator+= (const Portfolio &portfolio)
Portfolio	operator- () const
Portfolio &	operator= (const Portfolio &portfolio)
	Portfolio (const coefficient shares=NAN, const coefficient cash=NAN)
coefficient	shares () const
coefficient	value (const coefficient spot) const

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Detailed Description

Holdings of cash and stock.

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Constructor & Destructor Documentation

Portfolio::Portfolio	(	const coefficient	shares = NAN,
		const coefficient	cash = NAN
	)		[inline]

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Member Function Documentation

void Portfolio::accumulate

(

const coefficient

R

)

[inline]

Cash accumulation at the rate R -1.

void Portfolio::accumulate	(	const ShortRate &	r,
		const coefficient	t1,
		const coefficient	t2
	)		[inline]

Accumulates interest between t1 and t2 at the rate r.

void Portfolio::buy	(	const coefficient	s,
		const Spot &	spot
	)		[inline]

Buys (if positive) or sell (if negative) x shares. Cash is adjusted in self-financing way by using spot.

coefficient Portfolio::cash

(

)

const [inline]

Amount of cash in the portfolio.

Portfolio& Portfolio::operator*=

(

const coefficient

scale

)

[inline]

Multiplication operator.

Portfolio& Portfolio::operator+=

(

const Portfolio &

portfolio

)

[inline]

Addition operator.

Portfolio Portfolio::operator-

(

)

const [inline]

Negation operator.

Portfolio& Portfolio::operator=

(

const Portfolio &

portfolio

)

[inline]

Assignment operator.

coefficient Portfolio::shares

(

)

const [inline]

Number of shares in the portfolio.

coefficient Portfolio::value

(

const coefficient

spot

)

const [inline]

computes notional value for a given notional share value

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

• portfolio.h