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

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Parameter Class Reference

Abstract parameter class. More...

`#include <parameter.h>`

Inheritance diagram for Parameter:

List of all members.

## Public Member Functions
virtual Parameter * | clone () const =0
virtual coefficient | operator() (const coefficient t) const =0

## Detailed Description

Abstract parameter class.

## Member Function Documentation

virtual Parameter* Parameter::clone | ( |  | ) | const`[pure virtual]`

Clone constructor.

Implemented in ParameterConstant, ParameterConstantZeroInitial, ParameterConstantZeroInitialFinal, ParameterIntegrable, and ParameterIntegrableConstant.

virtual coefficient Parameter::operator() | ( | const coefficient | t | ) | const`[pure virtual]`

Current value at time t.

Implemented in ParameterConstant, ParameterConstantZeroInitial, ParameterConstantZeroInitialFinal, and ParameterIntegrableConstant.

The documentation for this class was generated from the following file:

- parameter/parameter.h

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