American-transaction costs 1.0.0.0
American option pricer under proportional transaction costs
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clone() const | PayoffConstant | [inline, virtual] |
operator()(const Spot &spot) const | PayoffConstant | [inline, virtual] |
PayoffConstant(const Portfolio &payoff) | PayoffConstant | [inline] |
~Payoff() | Payoff | [inline, virtual] |
~PayoffConstant() | PayoffConstant | [inline, virtual] |