American-transaction costs
1.0.0.0
American option pricer under proportional transaction costs
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cash() :
Portfolio
check() :
Line
,
PiecewiseLinear
clone() :
ParameterConstant
,
ParameterIntegrableConstant
,
PayoffCallCashUnderlying
,
PayoffCallPhysical
,
PayoffPutPhysicalUnderlying
,
PayoffPutPhysicalBid
,
PayoffPutPhysicalAsk
,
PayoffPutPhysical
,
PayoffPutCashUnderlying
,
PayoffPutCashBid
,
PayoffPutCashAsk
,
Parameter
,
PayoffNeg
,
PayoffMulti
,
PayoffConstant
,
PayoffCallPhysicalUnderlying
,
PayoffCallPhysicalAsk
,
PayoffCallPhysicalBid
,
ParameterConstantZeroInitial
,
PayoffBasket
,
PayoffCallCashBid
,
PayoffCallCashAsk
,
PayoffButterfly
,
Payoff
,
PayoffBearSpread
,
ParameterConstantZeroInitialFinal
,
PayoffBullSpread
,
ParameterIntegrable
convex() :
PiecewiseLinear
current_price() :
TreeProductAmericanBuyer
,
TreeProductAmericanSeller
,
TreeProductEuropeanBuyer
,
TreeProduct
,
TreeProductEuropeanSeller
Generated on Mon Oct 31 2011 20:47:55 for American-transaction costs by
1.7.4
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