American-transaction costs 1.0.0.0
American option pricer under proportional transaction costs
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_payoff | PayoffBridge | [protected] |
operator()(const Spot &spot) const | PayoffBridge | [inline] |
operator-() const | PayoffBridge | [inline] |
operator=(const PayoffBridge &original) | PayoffBridge | [inline] |
PayoffBridge(const PayoffBridge &original) | PayoffBridge | [inline] |
PayoffBridge(const Payoff &payoff) | PayoffBridge | [inline] |
~PayoffBridge() | PayoffBridge | [inline] |