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American-transaction costs 1.0.0.0
American option pricer under proportional transaction costs
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American-transaction costs 1.0.0.0
American option pricer under proportional transaction costs
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Parameter with value 0 at time 0, and fixed value at all other times. More...
#include <constantzeroinitial.h>
Public Member Functions | |
| virtual ParameterConstantZeroInitial * | clone () const |
| virtual coefficient | operator() (const coefficient time) const |
| ParameterConstantZeroInitial (const coefficient value) | |
Protected Member Functions | |
| coefficient | value () const |
Parameter with value 0 at time 0, and fixed value at all other times.
| ParameterConstantZeroInitial::ParameterConstantZeroInitial | ( | const coefficient | value | ) |
| 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.
1.7.4 
