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)

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Function Documentation

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

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