American-transaction costs 1.0.0.0
American option pricer under proportional transaction costs
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check(const int objective=PIECEWISELINEAR_CHECK_MAXIMUM) | PiecewiseLinear | [protected] |
convex() const | PiecewiseLinear | [inline] |
intercept(const size_t k) const | PiecewiseLinear | [inline] |
intersection(const size_t k) const | PiecewiseLinear | [inline] |
negate() | PiecewiseLinear | [inline] |
operator()(const coefficient x) const | PiecewiseLinear | [inline] |
operator*=(const coefficient value) | PiecewiseLinear | [inline] |
operator=(const line_array &lines) | PiecewiseLinear | [inline] |
operator>=(const PiecewiseLinear &function) | PiecewiseLinear | [inline] |
operator[](const size_t k) const | PiecewiseLinear | [inline] |
piece(const coefficient x) const | PiecewiseLinear | [inline] |
PiecewiseLinear(const Line &line=Line(NAN, NAN)) | PiecewiseLinear | [inline] |
PiecewiseLinear(const line_array &lines) | PiecewiseLinear | [inline] |
restrict_slope(const coefficient lowest, const coefficient highest) | PiecewiseLinear | |
shift(const coefficient x, const coefficient y) | PiecewiseLinear | [inline] |
size() const | PiecewiseLinear | [inline] |
slope(const size_t k) const | PiecewiseLinear | [inline] |