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American-transaction costs 1.0.0.0
American option pricer under proportional transaction costs
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#include "singlestrike.h"Go to the source code of this file.
Classes | |
| class | PayoffPutPhysicalUnderlying |
| Put option with physical delivery based on underlying price (deprecated). More... | |
Functions | |
| std::ostream & | operator<< (std::ostream &output, const PayoffPutPhysicalUnderlying &put) |
| std::ostream& operator<< | ( | std::ostream & | output, |
| const PayoffPutPhysicalUnderlying & | put | ||
| ) |