American-transaction costs 1.0.0.0
American option pricer under proportional transaction costs
Parameter Class Reference

Abstract parameter class. More...

#include <parameter.h>

Inheritance diagram for Parameter:
ParameterConstant ParameterIntegrable ParameterConstantZeroInitial ParameterConstantZeroInitialFinal ParameterIntegrableConstant

List of all members.

Public Member Functions

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

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