American-transaction costs 1.0.0.0
American option pricer under proportional transaction costs
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_payoffs | PayoffBasket | [protected] |
clone() const | PayoffBasket | [inline, virtual] |
operator()(const Spot &spot) const | PayoffBasket | [inline, virtual] |
PayoffBasket(const payoff_array &payoffs) | PayoffBasket | [inline] |
PayoffBasket(const PayoffBasket &original) | PayoffBasket | [inline] |
~Payoff() | Payoff | [inline, virtual] |