American-transaction costs 1.0.0.0 American option pricer under proportional transaction costs

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File List
Here is a list of all files with brief descriptions:

config.h [code] |
existingresults.cpp |
existingresults.h [code] |
main.cpp |
numbers.h [code] |
portfolio.cpp |
portfolio.h [code] |
shortrate.h [code] |
shortratecontinuous.h [code] |
shortratediscrete.h [code] |
spot.cpp |
spot.h [code] |
spotmulambda.h [code] |
trading.h [code] |
version.h [code] |
flexibletree/binomial.cpp |
flexibletree/binomial.h [code] |
flexibletree/flexibletree.cpp |
flexibletree/flexibletree.h [code] |
flexibletree/trinomial.cpp |
flexibletree/trinomial.h [code] |
parameter/bridge.h [code] |
parameter/constant.h [code] |
parameter/constantzeroinitial.cpp |
parameter/constantzeroinitial.h [code] |
parameter/constantzeroinitialfinal.cpp |
parameter/constantzeroinitialfinal.h [code] |
parameter/integrable.h [code] |
parameter/integrablebridge.h [code] |
parameter/integrableconstant.cpp |
parameter/integrableconstant.h [code] |
parameter/parameter.h [code] |
payoff/basket.h [code] |
payoff/bearspread.h [code] |
payoff/bridge.h [code] |
payoff/bullspread.h [code] |
payoff/butterfly.h [code] |
payoff/callcashask.cpp |
payoff/callcashask.h [code] |
payoff/callcashbid.cpp |
payoff/callcashbid.h [code] |
payoff/callcashunderlying.cpp |
payoff/callcashunderlying.h [code] |
payoff/callphysical.cpp |
payoff/callphysical.h [code] |
payoff/callphysicalask.cpp |
payoff/callphysicalask.h [code] |
payoff/callphysicalbid.cpp |
payoff/callphysicalbid.h [code] |
payoff/callphysicalunderlying.cpp |
payoff/callphysicalunderlying.h [code] |
payoff/constant.cpp |
payoff/constant.h [code] |
payoff/multi.h [code] |
payoff/neg.h [code] |
payoff/payoff.h [code] |
payoff/putcashask.cpp |
payoff/putcashask.h [code] |
payoff/putcashbid.cpp |
payoff/putcashbid.h [code] |
payoff/putcashunderlying.cpp |
payoff/putcashunderlying.h [code] |
payoff/putphysical.cpp |
payoff/putphysical.h [code] |
payoff/putphysicalask.cpp |
payoff/putphysicalask.h [code] |
payoff/putphysicalbid.cpp |
payoff/putphysicalbid.h [code] |
payoff/putphysicalunderlying.cpp |
payoff/putphysicalunderlying.h [code] |
payoff/singlestrike.h [code] |
piecewiselinear/line.h [code] |
piecewiselinear/piecewiselinear.cpp |
piecewiselinear/piecewiselinear.h [code] |
statisticsgatherer/all.h [code] |
statisticsgatherer/final.h [code] |
statisticsgatherer/initial.h [code] |
statisticsgatherer/path.h [code] |
statisticsgatherer/some.h [code] |
statisticsgatherer/statisticsgatherer.h [code] |
treeproduct/american.h [code] |
treeproduct/americanbuyer.h [code] |
treeproduct/americanbuyeroptional.h [code] |
treeproduct/americanseller.h [code] |
treeproduct/americanselleroptional.h [code] |
treeproduct/european.h [code] |
treeproduct/europeanbuyer.h [code] |
treeproduct/europeanbuyeroptional.h [code] |
treeproduct/europeanseller.h [code] |
treeproduct/europeanselleroptional.h [code] |
treeproduct/exercisable.h [code] |
treeproduct/randomexercisable.h [code] |
treeproduct/treeproduct.h [code] |

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