American-transaction costs 1.0.0.0
American option pricer under proportional transaction costs
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]
 All Classes Namespaces Files Functions Variables Typedefs Defines