American-transaction costs 1.0.0.0
American option pricer under proportional transaction costs
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#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) |
Numerical conventions.
#define EPSILON 1e-10 |
#define NUMWIDTH 10 |
typedef long double coefficient |
General number type.
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.