American-transaction costs 1.0.0.0
American option pricer under proportional transaction costs
TreeProductRandomExercisable Class Reference

Encapsulates randomised exercise decision. More...

#include <randomexercisable.h>

Inheritance diagram for TreeProductRandomExercisable:
TreeProductAmericanSeller TreeProductAmericanSellerOptional

List of all members.


Detailed Description

Encapsulates randomised exercise decision.


The documentation for this class was generated from the following file:
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