American-transaction costs 1.0.0.0
American option pricer under proportional transaction costs
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clone() const | PayoffBearSpread | [inline, virtual] |
operator()(const Spot &spot) const | PayoffBearSpread | [inline, virtual] |
PayoffBearSpread(const coefficient K, const coefficient L) | PayoffBearSpread | [inline] |
~Payoff() | Payoff | [inline, virtual] |