American-transaction costs 1.0.0.0
American option pricer under proportional transaction costs
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clone() const | PayoffCallPhysicalBid | [inline, virtual] |
operator()(const Spot &spot) const | PayoffCallPhysicalBid | [inline, virtual] |
PayoffCallPhysicalBid(const coefficient strike) | PayoffCallPhysicalBid | [inline] |
PayoffSingleStrike(const coefficient strike) | PayoffSingleStrike | [inline] |
strike() const | PayoffSingleStrike | [inline] |
~Payoff() | Payoff | [inline, virtual] |