American-transaction costs 1.0.0.0
American option pricer under proportional transaction costs
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check() | Line | [inline] |
intercept() const | Line | [inline] |
Line(const coefficient slope, const coefficient intercept) | Line | [inline] |
negate() | Line | [inline] |
operator()(const coefficient x) const | Line | [inline] |
operator*=(const coefficient value) | Line | [inline] |
shift(const coefficient x, const coefficient y) | Line | [inline] |
slope() const | Line | [inline] |
swivel(const coefficient slope, const coefficient x) | Line | [inline] |