American-transaction costs 1.0.0.0
American option pricer under proportional transaction costs
File List
Here is a list of all files with brief descriptions:
config.h [code]
existingresults.cpp
existingresults.h [code]
main.cpp
numbers.h [code]
portfolio.cpp
portfolio.h [code]
shortrate.h [code]
shortratecontinuous.h [code]
shortratediscrete.h [code]
spot.cpp
spot.h [code]
spotmulambda.h [code]
trading.h [code]
version.h [code]
flexibletree/binomial.cpp
flexibletree/binomial.h [code]
flexibletree/flexibletree.cpp
flexibletree/flexibletree.h [code]
flexibletree/trinomial.cpp
flexibletree/trinomial.h [code]
parameter/bridge.h [code]
parameter/constant.h [code]
parameter/constantzeroinitial.cpp
parameter/constantzeroinitial.h [code]
parameter/constantzeroinitialfinal.cpp
parameter/constantzeroinitialfinal.h [code]
parameter/integrable.h [code]
parameter/integrablebridge.h [code]
parameter/integrableconstant.cpp
parameter/integrableconstant.h [code]
parameter/parameter.h [code]
payoff/basket.h [code]
payoff/bearspread.h [code]
payoff/bridge.h [code]
payoff/bullspread.h [code]
payoff/butterfly.h [code]
payoff/callcashask.cpp
payoff/callcashask.h [code]
payoff/callcashbid.cpp
payoff/callcashbid.h [code]
payoff/callcashunderlying.cpp
payoff/callcashunderlying.h [code]
payoff/callphysical.cpp
payoff/callphysical.h [code]
payoff/callphysicalask.cpp
payoff/callphysicalask.h [code]
payoff/callphysicalbid.cpp
payoff/callphysicalbid.h [code]
payoff/callphysicalunderlying.cpp
payoff/callphysicalunderlying.h [code]
payoff/constant.cpp
payoff/constant.h [code]
payoff/multi.h [code]
payoff/neg.h [code]
payoff/payoff.h [code]
payoff/putcashask.cpp
payoff/putcashask.h [code]
payoff/putcashbid.cpp
payoff/putcashbid.h [code]
payoff/putcashunderlying.cpp
payoff/putcashunderlying.h [code]
payoff/putphysical.cpp
payoff/putphysical.h [code]
payoff/putphysicalask.cpp
payoff/putphysicalask.h [code]
payoff/putphysicalbid.cpp
payoff/putphysicalbid.h [code]
payoff/putphysicalunderlying.cpp
payoff/putphysicalunderlying.h [code]
payoff/singlestrike.h [code]
piecewiselinear/line.h [code]
piecewiselinear/piecewiselinear.cpp
piecewiselinear/piecewiselinear.h [code]
statisticsgatherer/all.h [code]
statisticsgatherer/final.h [code]
statisticsgatherer/initial.h [code]
statisticsgatherer/path.h [code]
statisticsgatherer/some.h [code]
statisticsgatherer/statisticsgatherer.h [code]
treeproduct/american.h [code]
treeproduct/americanbuyer.h [code]
treeproduct/americanbuyeroptional.h [code]
treeproduct/americanseller.h [code]
treeproduct/americanselleroptional.h [code]
treeproduct/european.h [code]
treeproduct/europeanbuyer.h [code]
treeproduct/europeanbuyeroptional.h [code]
treeproduct/europeanseller.h [code]
treeproduct/europeanselleroptional.h [code]
treeproduct/exercisable.h [code]
treeproduct/randomexercisable.h [code]
treeproduct/treeproduct.h [code]
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