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

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>

Inheritance diagram for ParameterConstantZeroInitialFinal:
ParameterConstant Parameter

List of all members.

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

Detailed Description

Parameter with fixed value, except that it is equal to zero both at time 0 and at some other time in the future.


Constructor & Destructor Documentation

ParameterConstantZeroInitialFinal::ParameterConstantZeroInitialFinal ( const coefficient  value,
const coefficient  time 
)

Member Function Documentation

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.


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