American-transaction costs 1.0.0.0
American option pricer under proportional transaction costs
ParameterIntegrable Member List
This is the complete list of members for ParameterIntegrable, including all inherited members.
clone() const =0ParameterIntegrable [pure virtual]
integral(const coefficient time1, const coefficient time2) const =0ParameterIntegrable [pure virtual]
integral_square(const coefficient time1, const coefficient time2) const =0ParameterIntegrable [pure virtual]
operator()(const coefficient t) const =0Parameter [pure virtual]
root_integral_square(const coefficient time1, const coefficient time2) const =0ParameterIntegrable [pure virtual]
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