American-transaction costs 1.0.0.0
American option pricer under proportional transaction costs
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#include <ostream>
#include "../numbers.h"
Go to the source code of this file.
Classes | |
class | Line |
Straight line in two dimensions. More... | |
Functions | |
coefficient | crossing (const Line &line1, const Line &line2) |
std::ostream & | operator<< (std::ostream &output, const Line &line) |
int | parallel (const Line &line1, const Line &line2) |
Line and associated utility functions.
coefficient crossing | ( | const Line & | line1, |
const Line & | line2 | ||
) | [inline] |
Finds crossing point of two lines. Returns NAN if the lines are parallel.
std::ostream& operator<< | ( | std::ostream & | output, |
const Line & | line | ||
) | [inline] |
Prints line in format line.slope()*x + line.intercept()