American-transaction costs 1.0.0.0
American option pricer under proportional transaction costs
ParameterIntegrableConstant Member List
This is the complete list of members for ParameterIntegrableConstant, including all inherited members.
clone() const ParameterIntegrableConstant [virtual]
integral(const coefficient time1, const coefficient time2) const ParameterIntegrableConstant [virtual]
integral_square(const coefficient time1, const coefficient time2) const ParameterIntegrableConstant [virtual]
operator()(const coefficient time) const ParameterIntegrableConstant [virtual]
ParameterIntegrableConstant(const coefficient value)ParameterIntegrableConstant
root_integral_square(const coefficient time1, const coefficient time2) const ParameterIntegrableConstant [virtual]
 All Classes Namespaces Files Functions Variables Typedefs Defines