American-transaction costs 1.0.0.0
American option pricer under proportional transaction costs
|
Parameter with fixed value. More...
#include <constant.h>
Public Member Functions | |
virtual ParameterConstant * | clone () const |
virtual coefficient | operator() (const coefficient time) const |
ParameterConstant (const coefficient value) | |
Protected Member Functions | |
coefficient | value () const |
Parameter with fixed value.
ParameterConstant::ParameterConstant | ( | const coefficient | value | ) | [inline] |
virtual ParameterConstant* ParameterConstant::clone | ( | ) | const [inline, virtual] |
Clone constructor.
Implements Parameter.
Reimplemented in ParameterConstantZeroInitial, and ParameterConstantZeroInitialFinal.
virtual coefficient ParameterConstant::operator() | ( | const coefficient | t | ) | const [inline, virtual] |
Current value at time t.
Implements Parameter.
Reimplemented in ParameterConstantZeroInitial, and ParameterConstantZeroInitialFinal.
coefficient ParameterConstant::value | ( | ) | const [inline, protected] |
Value of constant parameter.