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

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numbers.h File Reference
`#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)

## Detailed Description

Numerical conventions.

## Define Documentation

#define EPSILON 1e-10

#define NUMWIDTH 10

## Typedef Documentation

typedef long double coefficient

General number type.

## Function Documentation

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.

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