American-transaction costs 1.0.0.0
American option pricer under proportional transaction costs
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Abstract parameter class. More...
#include <parameter.h>
Public Member Functions | |
virtual Parameter * | clone () const =0 |
virtual coefficient | operator() (const coefficient t) const =0 |
Abstract parameter class.
virtual Parameter* Parameter::clone | ( | ) | const [pure virtual] |
Clone constructor.
Implemented in ParameterConstant, ParameterConstantZeroInitial, ParameterConstantZeroInitialFinal, ParameterIntegrable, and ParameterIntegrableConstant.
virtual coefficient Parameter::operator() | ( | const coefficient | t | ) | const [pure virtual] |
Current value at time t.
Implemented in ParameterConstant, ParameterConstantZeroInitial, ParameterConstantZeroInitialFinal, and ParameterIntegrableConstant.