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

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Public Member Functions | Protected Member Functions
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:

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:

- parameter/constantzeroinitialfinal.h
- parameter/constantzeroinitialfinal.cpp

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