American-transaction costs 1.0.0.0
American option pricer under proportional transaction costs
parameter.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 
00021 #ifndef PARAMETER_H
00022 #define PARAMETER_H
00023 
00024 #include "../numbers.h"
00025 
00031 
00032 class Parameter
00033 {
00034 public:
00036         virtual coefficient operator()(const coefficient t) const = 0;
00037 
00039         virtual Parameter* clone() const = 0;
00040 };
00041 
00042 #endif // PARAMETER_H
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