American-transaction costs 1.0.0.0
American option pricer under proportional transaction costs
PayoffButterfly Member List
This is the complete list of members for PayoffButterfly, including all inherited members.
clone() const PayoffButterfly [inline, virtual]
operator()(const Spot &spot) const PayoffButterfly [inline, virtual]
PayoffButterfly(const coefficient K, const coefficient d)PayoffButterfly [inline]
~Payoff()Payoff [inline, virtual]
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