American-transaction costs
1.0.0.0
American option pricer under proportional transaction costs
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scenario() :
FlexibleTreeBinomial
,
FlexibleTree
,
FlexibleTreeTrinomial
scenarios() :
FlexibleTreeBinomial
,
FlexibleTree
,
FlexibleTreeTrinomial
shares() :
Portfolio
shift() :
Line
,
PiecewiseLinear
ShortRateContinuous() :
ShortRateContinuous
ShortRateDiscrete() :
ShortRateDiscrete
size() :
StatisticsGathererPath< T >
,
StatisticsGathererSome< T >
,
PiecewiseLinear
,
StatisticsGathererAll< T >
,
StatisticsGathererFinal< T >
slope() :
Line
,
PiecewiseLinear
Spot() :
Spot
spot() :
FlexibleTree
spot_function() :
FlexibleTreeBinomial
,
FlexibleTree
,
FlexibleTreeTrinomial
spot_path() :
FlexibleTree
spot_path_function() :
FlexibleTreeTrinomial
,
FlexibleTreeBinomial
,
FlexibleTree
SpotMuLambda() :
SpotMuLambda
StatisticsGatherer() :
StatisticsGatherer< T >
StatisticsGathererAll() :
StatisticsGathererAll< T >
StatisticsGathererFinal() :
StatisticsGathererFinal< T >
StatisticsGathererInitial() :
StatisticsGathererInitial< T >
StatisticsGathererPath() :
StatisticsGathererPath< T >
StatisticsGathererSome() :
StatisticsGathererSome< T >
strike() :
PayoffSingleStrike
successors() :
FlexibleTree
successors_function() :
FlexibleTree
,
FlexibleTreeTrinomial
,
FlexibleTreeBinomial
swivel() :
Line
Generated on Mon Oct 31 2011 20:47:55 for American-transaction costs by
1.7.4
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