American-transaction costs 1.0.0.0
American option pricer under proportional transaction costs
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integral(const coefficient time1, const coefficient time2) const | ParameterIntegrableBridge | [inline] |
integral_square(const coefficient time1, const coefficient time2) const | ParameterIntegrableBridge | [inline] |
operator()(const coefficient time) const | ParameterIntegrableBridge | [inline] |
operator=(const ParameterIntegrableBridge &original) | ParameterIntegrableBridge | [inline] |
ParameterIntegrableBridge(const ParameterIntegrableBridge &original) | ParameterIntegrableBridge | [inline] |
ParameterIntegrableBridge(const ParameterIntegrable ¶meter) | ParameterIntegrableBridge | [inline] |
root_integral_square(const coefficient time1, const coefficient time2) const | ParameterIntegrableBridge | [inline] |
~ParameterIntegrableBridge() | ParameterIntegrableBridge | [inline] |