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

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

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]`

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