American-transaction costs 1.0.0.0
American option pricer under proportional transaction costs
line.h File Reference
#include <ostream>
#include "../numbers.h"

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Classes

class  Line
 Straight line in two dimensions. More...

Functions

coefficient crossing (const Line &line1, const Line &line2)
std::ostream & operator<< (std::ostream &output, const Line &line)
int parallel (const Line &line1, const Line &line2)

Detailed Description

Line and associated utility functions.


Function Documentation

coefficient crossing ( const Line line1,
const Line line2 
) [inline]

Finds crossing point of two lines. Returns NAN if the lines are parallel.

std::ostream& operator<< ( std::ostream &  output,
const Line line 
) [inline]

Prints line in format line.slope()*x + line.intercept()

int parallel ( const Line line1,
const Line line2 
) [inline]

Tests if line1 and line2 are parallel. Fudges it a little bit to help with numerics.

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