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

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constantzeroinitialfinal.h
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    00001 /*
    00002     American option pricer under proportional transaction costs
    00003     Copyright (C) 2011 Alet Roux alet.roux@york.ac.uk
    00004
    00005     This program is free software: you can redistribute it and/or modify
    00006     it under the terms of the GNU General Public License as published by
    00007     the Free Software Foundation, either version 3 of the License, or
    00008     (at your option) any later version.
    00009
    00010     This program is distributed in the hope that it will be useful,
    00011     but WITHOUT ANY WARRANTY; without even the implied warranty of
    00012     MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
    00013     GNU General Public License for more details.
    00014
    00015     You should have received a copy of the GNU General Public License
    00016     along with this program.  If not, see <http://www.gnu.org/licenses/>.
    00017
    00018 */
    00019
    00020 #ifndef PARAMETERCONSTANTZEROINITIALFINAL_H
    00021 #define PARAMETERCONSTANTZEROINITIALFINAL_H
    00022
    00023 #include "constant.h"
    00024
    00026 class ParameterConstantZeroInitialFinal : public ParameterConstant
    00027 {
    00028 public:
    00029         ParameterConstantZeroInitialFinal (const coefficient value, const coefficient time);
    00030
    00031         virtual coefficient operator()(const coefficient time) const;
    00032         virtual ParameterConstantZeroInitialFinal* clone() const;
    00033
    00034 private:
    00035         coefficient _time;
    00036 };
    00037
    00038
    00039 #endif // PARAMETERCONSTANTZEROINITIALFINAL_H

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