American-transaction costs 1.0.0.0
American option pricer under proportional transaction costs
|
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) |
Portfolio and utility function.
std::ostream& operator<< | ( | std::ostream & | output, |
const Portfolio & | portfolio | ||
) |