21#ifndef quantlib_market_model_exercise_value_hpp
22#define quantlib_market_model_exercise_value_hpp
32 class EvolutionDescription;
47 virtual std::unique_ptr<MarketModelExerciseValue>
clone()
const = 0;
Curve state for market-model simulations
Market-model evolution description.
virtual std::vector< Time > possibleCashFlowTimes() const =0
virtual std::unique_ptr< MarketModelExerciseValue > clone() const =0
virtual MarketModelMultiProduct::CashFlow value(const CurveState &) const =0
virtual std::valarray< bool > isExerciseTime() const =0
virtual Size numberOfExercises() const =0
virtual const EvolutionDescription & evolution() const =0
virtual ~MarketModelExerciseValue()=default
virtual void nextStep(const CurveState &)=0
std::size_t Size
size of a container