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

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Public Member Functions | Protected Member Functions
ParameterConstantZeroInitial Class Reference

Parameter with value 0 at time 0, and fixed value at all other times. More...

`#include <constantzeroinitial.h>`

Inheritance diagram for ParameterConstantZeroInitial:

List of all members.

## Public Member Functions
virtual ParameterConstantZeroInitial * | clone () const
virtual coefficient | operator() (const coefficient time) const
| ParameterConstantZeroInitial (const coefficient value)
## Protected Member Functions
coefficient | value () const

## Detailed Description

Parameter with value 0 at time 0, and fixed value at all other times.

## Constructor & Destructor Documentation

ParameterConstantZeroInitial::ParameterConstantZeroInitial | ( | const coefficient | value | ) |

## Member Function Documentation

ParameterConstantZeroInitial * ParameterConstantZeroInitial::clone | ( |  | ) | const`[virtual]`

Clone constructor.

Reimplemented from ParameterConstant.

coefficient ParameterConstantZeroInitial::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/constantzeroinitial.h
- parameter/constantzeroinitial.cpp

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