FdmDividendHandler Class Reference

#include <ql/methods/finitedifferences/utilities/fdmdividendhandler.hpp>

Inheritance diagram for FdmDividendHandler:

Collaboration diagram for FdmDividendHandler:

Public Member Functions
	FdmDividendHandler (const DividendSchedule &schedule, const ext::shared_ptr< FdmMesher > &mesher, const Date &referenceDate, const DayCounter &dayCounter, Size equityDirection)
void	applyTo (Array &a, Time t) const override
const std::vector< Time > &	dividendTimes () const
const std::vector< Date > &	dividendDates () const
const std::vector< Real > &	dividends () const
Public Member Functions inherited from StepCondition< Array >
virtual	~StepCondition ()=default
virtual void	applyTo (Array &a, Time t) const=0

Private Attributes
Array	x_
std::vector< Time >	dividendTimes_
std::vector< Date >	dividendDates_
std::vector< Real >	dividends_
const ext::shared_ptr< FdmMesher >	mesher_
const Size	equityDirection_

Detailed Description

Definition at line 37 of file fdmdividendhandler.hpp.

Constructor & Destructor Documentation

FdmDividendHandler()

FdmDividendHandler	(	const DividendSchedule &	schedule,
		const ext::shared_ptr< FdmMesher > &	mesher,
		const Date &	referenceDate,
		const DayCounter &	dayCounter,
		Size	equityDirection
	)

Definition at line 30 of file fdmdividendhandler.cpp.

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Member Function Documentation

applyTo()

void applyTo ( Array &  a, Time  t  ) const

overridevirtual

Implements StepCondition< Array >.

Definition at line 68 of file fdmdividendhandler.cpp.

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dividendTimes()

const std::vector< Time > & dividendTimes

(

)

const

Definition at line 56 of file fdmdividendhandler.cpp.

dividendDates()

const std::vector< Date > & dividendDates

(

)

const

Definition at line 60 of file fdmdividendhandler.cpp.

dividends()

const std::vector< Real > & dividends

(

)

const

Definition at line 64 of file fdmdividendhandler.cpp.

Member Data Documentation

x_

Array x_

private

Definition at line 52 of file fdmdividendhandler.hpp.

dividendTimes_

std::vector<Time> dividendTimes_

private

Definition at line 54 of file fdmdividendhandler.hpp.

dividendDates_

std::vector<Date> dividendDates_

private

Definition at line 55 of file fdmdividendhandler.hpp.

dividends_

std::vector<Real> dividends_

private

Definition at line 56 of file fdmdividendhandler.hpp.

mesher_

const ext::shared_ptr<FdmMesher> mesher_

private

Definition at line 57 of file fdmdividendhandler.hpp.

equityDirection_

const Size equityDirection_

private

Definition at line 58 of file fdmdividendhandler.hpp.