QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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FdmVPPStepCondition Member List

This is the complete list of members for FdmVPPStepCondition, including all inherited members.

applyTo(Array &a, Time t) const overrideFdmVPPStepConditionvirtual
changeState(Real gasPrice, const Array &state, Time t) const =0FdmVPPStepConditionprotectedpure virtual
evolve(const FdmLinearOpIterator &iter, Time t) constFdmVPPStepConditionprotected
evolveAtPMax(Real sparkSpread) constFdmVPPStepConditionprotected
evolveAtPMin(Real sparkSpread) constFdmVPPStepConditionprotected
FdmVPPStepCondition(const FdmVPPStepConditionParams &params, Size nStates, const FdmVPPStepConditionMesher &mesh, ext::shared_ptr< FdmInnerValueCalculator > gasPrice, ext::shared_ptr< FdmInnerValueCalculator > sparkSpreadPrice)FdmVPPStepCondition
fuelCostAddon_FdmVPPStepConditionprotected
gasPrice_FdmVPPStepConditionprotected
heatRate_FdmVPPStepConditionprotected
maxValue(const Array &states) const =0FdmVPPStepConditionpure virtual
mesher_FdmVPPStepConditionprotected
nStates() constFdmVPPStepCondition
nStates_FdmVPPStepConditionprotected
pMax_FdmVPPStepConditionprotected
pMin_FdmVPPStepConditionprotected
sparkSpreadPrice_FdmVPPStepConditionprotected
startUpFixCost_FdmVPPStepConditionprotected
startUpFuel_FdmVPPStepConditionprotected
stateDirection_FdmVPPStepConditionprotected
stateEvolveFcts_FdmVPPStepConditionprotected
tMinDown_FdmVPPStepConditionprotected
tMinUp_FdmVPPStepConditionprotected
~StepCondition()=defaultStepCondition< Array >virtual