American-transaction costs 1.0.0.0
American option pricer under proportional transaction costs
treeproduct.h File Reference
#include "../config.h"
#include "../trading.h"

Go to the source code of this file.

Classes

class  TreeProduct
 Virtual base class for path-independent European and American options. More...

Functions

coefficient buyers_price (const PiecewiseLinear &current, const Portfolio &holdings)
coefficient sellers_price (const PiecewiseLinear &current, const Portfolio &holdings)

Function Documentation

coefficient buyers_price ( const PiecewiseLinear current,
const Portfolio holdings 
) [inline]
coefficient sellers_price ( const PiecewiseLinear current,
const Portfolio holdings 
) [inline]
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