American-transaction costs 1.0.0.0
American option pricer under proportional transaction costs
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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] |