American-transaction costs 1.0.0.0
American option pricer under proportional transaction costs
TreeProductEuropeanSeller Member List
This is the complete list of members for TreeProductEuropeanSeller, including all inherited members.
current_price(const PiecewiseLinear &current, const Portfolio &holdings=Portfolio(0, 0)) const TreeProductEuropeanSeller [inline, virtual]
expiry() const TreeProduct [inline]
final_hedge(const Spot &spot) const TreeProductEuropeanSeller [inline, 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]
TreeProductEuropeanSeller(const coefficient expiry, const PayoffBridge &payoff)TreeProductEuropeanSeller [inline]
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