American-transaction costs 1.0.0.0
American option pricer under proportional transaction costs
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#include "payoff.h"
Go to the source code of this file.
Classes | |
class | PayoffConstant |
Option with fixed payoff independent of spot. More... | |
Functions | |
std::ostream & | operator<< (std::ostream &output, const PayoffConstant &constant) |
std::ostream& operator<< | ( | std::ostream & | output, |
const PayoffConstant & | constant | ||
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