American-transaction costs
1.0.0.0
American option pricer under proportional transaction costs
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operator StatisticsGathererInitial< T >() :
StatisticsGathererAll< T >
,
StatisticsGathererPath< T >
,
StatisticsGathererSome< T >
operator T() :
StatisticsGathererFinal< T >
,
StatisticsGathererInitial< T >
,
StatisticsGathererPath< T >
,
StatisticsGathererSome< T >
operator()() :
ParameterBridge
,
PayoffBearSpread
,
PayoffPutCashBid
,
PayoffPutCashUnderlying
,
PayoffBridge
,
PayoffPutPhysical
,
PayoffPutPhysicalAsk
,
ParameterConstant
,
PayoffBullSpread
,
PayoffPutPhysicalBid
,
PayoffPutPhysicalUnderlying
,
PayoffButterfly
,
Line
,
PiecewiseLinear
,
ParameterConstantZeroInitial
,
PayoffCallCashAsk
,
StatisticsGathererSome< T >
,
StatisticsGathererFinal< T >
,
StatisticsGathererAll< T >
,
PayoffCallCashBid
,
StatisticsGathererAll< T >
,
ParameterConstantZeroInitialFinal
,
PayoffCallCashUnderlying
,
PayoffCallPhysical
,
ParameterIntegrableBridge
,
PayoffCallPhysicalAsk
,
StatisticsGathererSome< T >
,
PayoffCallPhysicalBid
,
PayoffPutCashAsk
,
Payoff
,
PayoffNeg
,
ParameterIntegrableConstant
,
PayoffCallPhysicalUnderlying
,
PayoffConstant
,
Parameter
,
PayoffMulti
,
PayoffBasket
operator*=() :
Portfolio
,
PiecewiseLinear
,
Line
operator+=() :
Portfolio
operator-() :
PayoffBridge
,
Portfolio
operator=() :
Portfolio
,
PiecewiseLinear
,
PayoffBridge
,
ParameterBridge
,
ParameterIntegrableBridge
operator>=() :
PiecewiseLinear
operator[]() :
StatisticsGathererSome< T >
,
StatisticsGathererFinal< T >
,
StatisticsGathererAll< T >
,
StatisticsGathererFinal< T >
,
PiecewiseLinear
,
StatisticsGathererPath< T >
,
StatisticsGathererSome< T >
,
StatisticsGathererPath< T >
Generated on Mon Oct 31 2011 20:47:55 for American-transaction costs by
1.7.4
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