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American-transaction costs 1.0.0.0
American option pricer under proportional transaction costs
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Parameter with fixed value. More...
#include <constant.h>
Public Member Functions | |
| virtual ParameterConstant * | clone () const |
| virtual coefficient | operator() (const coefficient time) const |
| ParameterConstant (const coefficient value) | |
Protected Member Functions | |
| coefficient | value () const |
Parameter with fixed value.
| ParameterConstant::ParameterConstant | ( | const coefficient | value | ) | [inline] |
| 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.