|
American-transaction costs 1.0.0.0
American option pricer under proportional transaction costs
|
| accumulate(const coefficient R) | Portfolio | [inline] |
| accumulate(const ShortRate &r, const coefficient t1, const coefficient t2) | Portfolio | [inline] |
| buy(const coefficient s, const Spot &spot) | Portfolio | [inline] |
| cash() const | Portfolio | [inline] |
| operator*=(const coefficient scale) | Portfolio | [inline] |
| operator+=(const Portfolio &portfolio) | Portfolio | [inline] |
| operator-() const | Portfolio | [inline] |
| operator=(const Portfolio &portfolio) | Portfolio | [inline] |
| Portfolio(const coefficient shares=NAN, const coefficient cash=NAN) | Portfolio | [inline] |
| shares() const | Portfolio | [inline] |
| value(const coefficient spot) const | Portfolio | [inline] |