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

- Main Page
- Namespaces
- Classes
- Files
- Directories

- File List
- File Members

constant.h
Go to the documentation of this file.

    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

All Classes Namespaces Files Functions Variables Typedefs Defines