American-transaction costs 1.0.0.0
American option pricer under proportional transaction costs
numbers.h File Reference
#include <math.h>

Go to the source code of this file.

Defines

#define EPSILON   1e-10
#define NUMWIDTH   10

Typedefs

typedef long double coefficient

Functions

int equal (const coefficient x1, const coefficient x2)
void fixzero (coefficient &number)
int greaterequal (const coefficient x1, const coefficient x2)
int greaterthan (const coefficient x1, const coefficient x2)
int lessequal (const coefficient x1, const coefficient x2)
int lessthan (const coefficient x1, const coefficient x2)

Detailed Description

Numerical conventions.


Define Documentation

#define EPSILON   1e-10
#define NUMWIDTH   10

Typedef Documentation

typedef long double coefficient

General number type.


Function Documentation

int equal ( const coefficient  x1,
const coefficient  x2 
) [inline]

Tests whether x1 is equal to x2.

void fixzero ( coefficient number) [inline]

Puts number equal to 0 if it is close enough to 0.

int greaterequal ( const coefficient  x1,
const coefficient  x2 
) [inline]

Tests whether x1 is greater than or equal to x2.

int greaterthan ( const coefficient  x1,
const coefficient  x2 
) [inline]

Tests whether x1 is strictly bigger than x2. Fudges it a little bit to help with numerics.

int lessequal ( const coefficient  x1,
const coefficient  x2 
) [inline]

Tests whether x1 is less than or equal to x2.

int lessthan ( const coefficient  x1,
const coefficient  x2 
) [inline]

Tests whether x1 is strictly smaller than x2. Fudges it a little bit to help with numerics.

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