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

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

current_price(const PiecewiseLinear &current, const Portfolio &holdings=Portfolio(0, 0)) const =0 | TreeProduct | `[pure virtual]`
expiry() const | TreeProduct | `[inline]`
final_hedge(const Spot &spot) const =0 | TreeProduct | `[pure virtual]`
interim_hedge(const coefficient t, const Spot &spot, const PiecewiseLinear &future_hedge) const | TreeProductEuropean | `[inline, virtual]`
next_portfolio(const coefficient t, const Spot &spot, const PiecewiseLinear &future_hedge, const Portfolio &current_portfolio) const | TreeProduct | `[inline]`
payoff(const Spot &spot) const | TreeProductEuropean | `[inline]`
payoff_hedge(const Spot &spot) const | TreeProductEuropean | `[inline]`
TreeProduct(const coefficient expiry) | TreeProduct | `[inline]`
TreeProductEuropean(const coefficient expiry, const PayoffBridge &payoff) | TreeProductEuropean | `[inline]`

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