SpotMuLambda Class Reference

Asset price with proportional transaction costs. More...

#include <spotmulambda.h>

Inheritance diagram for SpotMuLambda:

List of all members.

Public Member Functions
coefficient	ask () const
coefficient	bid () const
	SpotMuLambda (coefficient underlying, coefficient mu, coefficient lambda)
coefficient	underlying () const

---

Detailed Description

Asset price with proportional transaction costs.

If is the underlying price, then the asset can be bought at and sold at .

Author:

Alet Roux <ar521@york.ac.uk>

---

Constructor & Destructor Documentation

SpotMuLambda::SpotMuLambda	(	coefficient	underlying,
		coefficient	mu,
		coefficient	lambda
	)		[inline]

Asset can be bought at underlying (1 + lambda) and sold at underlying (1 - mu).

---

Member Function Documentation

coefficient Spot::ask

(

)

const [inline, inherited]

Price at which asset may be bought.

coefficient Spot::bid

(

)

const [inline, inherited]

Price at which asset may be sold.

coefficient Spot::underlying

(

)

const [inline, inherited]

Underlying asset price.

---

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

• spotmulambda.h