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