Spot Class Reference

Asset price with proportional transaction costs. More...

#include <spot.h>

Inheritance diagram for Spot:

List of all members.

Public Member Functions
coefficient	ask () const
coefficient	bid () const
	Spot (const coefficient bid, const coefficient underlying, const coefficient ask)
	Spot (const coefficient &underlying=NAN)
coefficient	underlying () const

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Detailed Description

Asset price with proportional transaction costs.

Asset can be bought at ask() price and sold at bid() price.

Author:

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

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Constructor & Destructor Documentation

Spot::Spot

(

const coefficient &

underlying = NAN

)

[inline]

Spot::Spot	(	const coefficient	bid,
		const coefficient	underlying,
		const coefficient	ask
	)		[inline]

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Member Function Documentation

coefficient Spot::ask

(

)

const [inline]

Price at which asset may be bought.

coefficient Spot::bid

(

)

const [inline]

Price at which asset may be sold.

coefficient Spot::underlying

(

)

const [inline]

Underlying asset price.

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

• spot.h