American-transaction costs 1.0.0.0
American option pricer under proportional transaction costs
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accumulate(const coefficient R) | Portfolio | [inline] |
accumulate(const ShortRate &r, const coefficient t1, const coefficient t2) | Portfolio | [inline] |
buy(const coefficient s, const Spot &spot) | Portfolio | [inline] |
cash() const | Portfolio | [inline] |
operator*=(const coefficient scale) | Portfolio | [inline] |
operator+=(const Portfolio &portfolio) | Portfolio | [inline] |
operator-() const | Portfolio | [inline] |
operator=(const Portfolio &portfolio) | Portfolio | [inline] |
Portfolio(const coefficient shares=NAN, const coefficient cash=NAN) | Portfolio | [inline] |
shares() const | Portfolio | [inline] |
value(const coefficient spot) const | Portfolio | [inline] |