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

Parameter with fixed value. More...

#include <constant.h>

Inheritance diagram for ParameterConstant:
Parameter ParameterConstantZeroInitial ParameterConstantZeroInitialFinal

List of all members.

Public Member Functions

virtual ParameterConstantclone () const
virtual coefficient operator() (const coefficient time) const
 ParameterConstant (const coefficient value)

Protected Member Functions

coefficient value () const

Detailed Description

Parameter with fixed value.


Constructor & Destructor Documentation

ParameterConstant::ParameterConstant ( const coefficient  value) [inline]

Member Function Documentation

virtual ParameterConstant* ParameterConstant::clone ( ) const [inline, virtual]

Clone constructor.

Implements Parameter.

Reimplemented in ParameterConstantZeroInitial, and ParameterConstantZeroInitialFinal.

virtual coefficient ParameterConstant::operator() ( const coefficient  t) const [inline, virtual]

Current value at time t.

Implements Parameter.

Reimplemented in ParameterConstantZeroInitial, and ParameterConstantZeroInitialFinal.

coefficient ParameterConstant::value ( ) const [inline, protected]

Value of constant parameter.


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