American-transaction costs: Member List

American-transaction costs 1.0.0.0

American option pricer under proportional transaction costs

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]`

Generated on Mon Oct 31 2011 20:47:55 for American-transaction costs by 1.7.4

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