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

- Main Page
- Namespaces
- Classes
- Files
- Directories

- File List
- File Members

Classes | Functions
treeproduct.h File Reference
`#include "../config.h"`
`#include "../trading.h"`

Go to the source code of this file.

## Classes
class | TreeProduct
| Virtual base class for path-independent European and American options. More...
## Functions
coefficient | buyers_price (const PiecewiseLinear &current, const Portfolio &holdings)
coefficient | sellers_price (const PiecewiseLinear &current, const Portfolio &holdings)

## Function Documentation

coefficient buyers_price | ( | const PiecewiseLinear & | current,
|  | const Portfolio & | holdings
| ) |  | `[inline]`

coefficient sellers_price | ( | const PiecewiseLinear & | current,
|  | const Portfolio & | holdings
| ) |  | `[inline]`

All Classes Namespaces Files Functions Variables Typedefs Defines