QuantLib
: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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QuantLib
FdmVPPStepCondition
FdmVPPStepCondition Member List
This is the complete list of members for
FdmVPPStepCondition
, including all inherited members.
applyTo
(Array &a, Time t) const override
FdmVPPStepCondition
virtual
changeState
(Real gasPrice, const Array &state, Time t) const =0
FdmVPPStepCondition
protected
pure virtual
evolve
(const FdmLinearOpIterator &iter, Time t) const
FdmVPPStepCondition
protected
evolveAtPMax
(Real sparkSpread) const
FdmVPPStepCondition
protected
evolveAtPMin
(Real sparkSpread) const
FdmVPPStepCondition
protected
FdmVPPStepCondition
(const FdmVPPStepConditionParams ¶ms, Size nStates, const FdmVPPStepConditionMesher &mesh, ext::shared_ptr< FdmInnerValueCalculator > gasPrice, ext::shared_ptr< FdmInnerValueCalculator > sparkSpreadPrice)
FdmVPPStepCondition
fuelCostAddon_
FdmVPPStepCondition
protected
gasPrice_
FdmVPPStepCondition
protected
heatRate_
FdmVPPStepCondition
protected
maxValue
(const Array &states) const =0
FdmVPPStepCondition
pure virtual
mesher_
FdmVPPStepCondition
protected
nStates
() const
FdmVPPStepCondition
nStates_
FdmVPPStepCondition
protected
pMax_
FdmVPPStepCondition
protected
pMin_
FdmVPPStepCondition
protected
sparkSpreadPrice_
FdmVPPStepCondition
protected
startUpFixCost_
FdmVPPStepCondition
protected
startUpFuel_
FdmVPPStepCondition
protected
stateDirection_
FdmVPPStepCondition
protected
stateEvolveFcts_
FdmVPPStepCondition
protected
tMinDown_
FdmVPPStepCondition
protected
tMinUp_
FdmVPPStepCondition
protected
~StepCondition
()=default
StepCondition< Array >
virtual
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