American-transaction costs 1.0.0.0
American option pricer under proportional transaction costs
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accumulate(const coefficient t1, const coefficient t2) const | ShortRateDiscrete | [inline, virtual] |
discount(const coefficient t1, const coefficient t2) const | ShortRateDiscrete | [inline, virtual] |
ShortRateDiscrete(const ParameterBridge &effective) | ShortRateDiscrete | [inline] |