American-transaction costs 1.0.0.0
American option pricer under proportional transaction costs
TreeProductExercisable Class Reference

Encapsulates exercise decision at a particular time and spot. More...

#include <exercisable.h>

Inheritance diagram for TreeProductExercisable:
TreeProductAmericanBuyer TreeProductAmericanBuyerOptional

List of all members.


Detailed Description

Encapsulates exercise decision at a particular time and spot.


The documentation for this class was generated from the following file:
 All Classes Namespaces Files Functions Variables Typedefs Defines