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

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ShortRate Member List
This is the complete list of members for ShortRate, including all inherited members.

accumulate(const coefficient t1, const coefficient t2) const =0 | ShortRate | `[pure virtual]`
discount(const coefficient t1, const coefficient t2) const =0 | ShortRate | `[pure virtual]`

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