QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
|
#include <fdminnervaluecalculator.hpp>
Public Member Functions | |
Real | innerValue (const FdmLinearOpIterator &, Time) override |
Real | avgInnerValue (const FdmLinearOpIterator &, Time) override |
Public Member Functions inherited from FdmInnerValueCalculator | |
virtual | ~FdmInnerValueCalculator ()=default |
virtual Real | innerValue (const FdmLinearOpIterator &iter, Time t)=0 |
virtual Real | avgInnerValue (const FdmLinearOpIterator &iter, Time t)=0 |
Definition at line 93 of file fdminnervaluecalculator.hpp.
|
overridevirtual |
Implements FdmInnerValueCalculator.
Definition at line 95 of file fdminnervaluecalculator.hpp.
|
overridevirtual |
Implements FdmInnerValueCalculator.
Definition at line 96 of file fdminnervaluecalculator.hpp.