American-transaction costs 1.0.0.0
American option pricer under proportional transaction costs
american.h File Reference
#include "../config.h"
#include "../payoff/bridge.h"
#include "treeproduct.h"

Go to the source code of this file.

Classes

class  TreeProductAmerican
 TreeProduct methods for American options More...
 All Classes Namespaces Files Functions Variables Typedefs Defines