American-transaction costs 1.0.0.0 American option pricer under proportional transaction costs

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TreeProductAmericanSellerOptional Member List
This is the complete list of members for TreeProductAmericanSellerOptional, including all inherited members.

current_price(const PiecewiseLinear &current, const Portfolio &holdings=Portfolio(0, 0)) const | TreeProductAmericanSeller | `[inline, virtual]`
expiry() const | TreeProduct | `[inline]`
final_hedge(const Spot &spot) const | TreeProductAmericanSellerOptional | `[inline, virtual]`
interim_hedge(const coefficient time, const Spot &spot, const PiecewiseLinear &future_hedge) const | TreeProductAmericanSeller | `[inline, virtual]`
next_portfolio(const coefficient t, const Spot &spot, const PiecewiseLinear &future_hedge, const Portfolio &current_portfolio) const | TreeProduct | `[inline]`
payoff(const coefficient &t, const Spot &spot) const | TreeProductAmerican | `[inline]`
payoff_hedge(const coefficient &t, const Spot &spot) const | TreeProductAmerican | `[inline]`
random_exercise(const coefficient t, const Spot &spot, const PiecewiseLinear &current_hedge, const PiecewiseLinear &future_hedge, const coefficient x, coefficient &y, coefficient &S, const Portfolio &portfolio) const | TreeProductAmericanSellerOptional | `[inline, virtual]`
TreeProduct(const coefficient expiry) | TreeProduct | `[inline]`
TreeProductAmerican(const coefficient expiry, const PayoffBridge &payoff) | TreeProductAmerican | `[inline]`
TreeProductAmericanSeller(const coefficient expiry, const PayoffBridge &payoff) | TreeProductAmericanSeller | `[inline]`
TreeProductAmericanSellerOptional(const coefficient expiry, const PayoffBridge &payoff) | TreeProductAmericanSellerOptional | `[inline]`

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