American-transaction costs 1.0.0.0
American option pricer under proportional transaction costs
constant.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 PARAMETERCONSTANT_H
00021 #define PARAMETERCONSTANT_H
00022 
00023 #include "parameter.h"
00024 
00026 class ParameterConstant : public Parameter
00027 {
00028 public:
00029         ParameterConstant (const coefficient value)     :       _value (value)  {};
00030 
00031         virtual coefficient operator()(const coefficient time) const    {       return value(); };
00032 
00033         virtual ParameterConstant* clone() const        {       return new ParameterConstant(*this);    };
00034 
00035 
00036 protected:
00038         coefficient value() const       {       return _value;  };
00039 
00040 private:
00041         coefficient _value;
00042 };
00043 
00044 #endif // PARAMETERCONSTANT_H
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