American-transaction costs 1.0.0.0
American option pricer under proportional transaction costs
flexibletree.h File Reference
#include "../parameter/bridge.h"
#include "../parameter/integrablebridge.h"
#include "../statisticsgatherer/some.h"
#include "../treeproduct/americanbuyer.h"
#include "../treeproduct/americanseller.h"

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Classes

class  FlexibleTree

Typedefs

typedef std::vector< size_t > path_type

Typedef Documentation

typedef std::vector<size_t> path_type
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