American-transaction costs 1.0.0.0
American option pricer under proportional transaction costs
portfolio.h File Reference
#include "spot.h"
#include "shortrate.h"

Go to the source code of this file.

Classes

class  Portfolio
 Holdings of cash and stock. More...

Functions

std::ostream & operator<< (std::ostream &output, const Portfolio &portfolio)

Detailed Description

Portfolio and utility function.


Function Documentation

std::ostream& operator<< ( std::ostream &  output,
const Portfolio portfolio 
)
 All Classes Namespaces Files Functions Variables Typedefs Defines