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

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

clone() const =0 | ParameterIntegrable | `[pure virtual]`
integral(const coefficient time1, const coefficient time2) const =0 | ParameterIntegrable | `[pure virtual]`
integral_square(const coefficient time1, const coefficient time2) const =0 | ParameterIntegrable | `[pure virtual]`
operator()(const coefficient t) const =0 | Parameter | `[pure virtual]`
root_integral_square(const coefficient time1, const coefficient time2) const =0 | ParameterIntegrable | `[pure virtual]`

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