American-transaction costs 1.0.0.0
American option pricer under proportional transaction costs
ParameterIntegrableConstant Class Reference

Parameter with fixed value (where integrability is used). More...

#include <integrableconstant.h>

Inheritance diagram for ParameterIntegrableConstant:
ParameterIntegrable Parameter

List of all members.

Public Member Functions

ParameterIntegrableConstantclone () const
coefficient integral (const coefficient time1, const coefficient time2) const
coefficient integral_square (const coefficient time1, const coefficient time2) const
coefficient operator() (const coefficient time) const
 ParameterIntegrableConstant (const coefficient value)
coefficient root_integral_square (const coefficient time1, const coefficient time2) const

Detailed Description

Parameter with fixed value (where integrability is used).


Constructor & Destructor Documentation

ParameterIntegrableConstant::ParameterIntegrableConstant ( const coefficient  value)

Member Function Documentation

ParameterIntegrableConstant * ParameterIntegrableConstant::clone ( ) const [virtual]

Clone constructor.

Implements ParameterIntegrable.

coefficient ParameterIntegrableConstant::integral ( const coefficient  time1,
const coefficient  time2 
) const [virtual]

Integral of parameter from time1 to time2.

Implements ParameterIntegrable.

coefficient ParameterIntegrableConstant::integral_square ( const coefficient  time1,
const coefficient  time2 
) const [virtual]

Integral of squared parameter from time1 to time2.

Implements ParameterIntegrable.

coefficient ParameterIntegrableConstant::operator() ( const coefficient  t) const [virtual]

Current value at time t.

Implements Parameter.

coefficient ParameterIntegrableConstant::root_integral_square ( const coefficient  time1,
const coefficient  time2 
) const [virtual]

Square root of integral of squared parameter over [time1, time2].

Implements ParameterIntegrable.


The documentation for this class was generated from the following files:
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