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

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Defines
config.h File Reference
`#include <assert.h>`
`#include <iostream>`

Go to the source code of this file.

## Defines
#define | USE_ASSERT
#define | VERBOSE_FLEXIBLETREE_EMM_EXERCISE_FUNCTION
#define | VERBOSE_FLEXIBLETREE_EXERCISE_FUNCTION
#define | VERBOSE_FLEXIBLETREE_HEDGING_FUNCTION
#define | VERBOSE_FLEXIBLETREE_PRICING_FUNCTION
#define | VERBOSE_PIECEWISELINEAR_CHECK
#define | VERBOSE_PIECEWISELINEAR_CROSSING
#define | VERBOSE_PIECEWISELINEAR_MAXIMUM
#define | VERBOSE_PIECEWISELINEAR_RESTRICT_SLOPE
#define | VERBOSE_PIECEWISELINEAR_UNTANGLE_MAXIMUM
#define | VERBOSE_TREEPRODUCT_AMERICANBUYER_EXERCISE
#define | VERBOSE_UNTANGLE_RESTRICTION

## Define Documentation

#define USE_ASSERT

Use <assert.h> to enforce sensible input values.

Global and package-related compiler directives for debugging purposes.

Author:
  Alet Roux <alet.roux@york.ac.uk>

#define VERBOSE_FLEXIBLETREE_EMM_EXERCISE_FUNCTION

Prints debug information in FlexibleTree::EMM_exercise_function().

#define VERBOSE_FLEXIBLETREE_EXERCISE_FUNCTION

Prints debug information in FlexibleTree::exercise_function().

#define VERBOSE_FLEXIBLETREE_HEDGING_FUNCTION

Prints debug information in FlexibleTree::hedging_function().

#define VERBOSE_FLEXIBLETREE_PRICING_FUNCTION

Prints debug information in FlexibleTree::pricing_function().

#define VERBOSE_PIECEWISELINEAR_CHECK

Prints debug information in PiecewiseLinear::check().

#define VERBOSE_PIECEWISELINEAR_CROSSING

Prints debug information in crossing().

#define VERBOSE_PIECEWISELINEAR_MAXIMUM

Prints debug information in maximum().

#define VERBOSE_PIECEWISELINEAR_RESTRICT_SLOPE

Prints debug information in PiecewiseLinear::restrict_slope().

#define VERBOSE_PIECEWISELINEAR_UNTANGLE_MAXIMUM

Prints debug information in untangle_maximum().

#define VERBOSE_TREEPRODUCT_AMERICANBUYER_EXERCISE

Prints debug information in TreeProductAmericanBuyerOptional::exercise().

#define VERBOSE_TREEPRODUCT_AMERICANBUYER_EXERCISE

Prints debug information in TreeProductAmericanBuyerOptional::exercise().

#define VERBOSE_UNTANGLE_RESTRICTION

Print debug information in untangle_restriction().

#define VERBOSE_UNTANGLE_RESTRICTION

Print debug information in untangle_restriction().

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