American-transaction costs 1.0.0.0
American option pricer under proportional transaction costs
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Parameter with fixed value, except that it is equal to zero both at time 0 and at some other time in the future. More...
#include <constantzeroinitialfinal.h>
Public Member Functions | |
virtual ParameterConstantZeroInitialFinal * | clone () const |
virtual coefficient | operator() (const coefficient time) const |
ParameterConstantZeroInitialFinal (const coefficient value, const coefficient time) | |
Protected Member Functions | |
coefficient | value () const |
Parameter with fixed value, except that it is equal to zero both at time 0 and at some other time in the future.
ParameterConstantZeroInitialFinal::ParameterConstantZeroInitialFinal | ( | const coefficient | value, |
const coefficient | time | ||
) |
ParameterConstantZeroInitialFinal * ParameterConstantZeroInitialFinal::clone | ( | ) | const [virtual] |
Clone constructor.
Reimplemented from ParameterConstant.
coefficient ParameterConstantZeroInitialFinal::operator() | ( | const coefficient | t | ) | const [virtual] |
Current value at time t.
Reimplemented from ParameterConstant.
coefficient ParameterConstant::value | ( | ) | const [inline, protected, inherited] |
Value of constant parameter.