American-transaction costs 1.0.0.0 American option pricer under proportional transaction costs

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PiecewiseLinear Member List
This is the complete list of members for PiecewiseLinear, including all inherited members.

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]`

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