QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Member Functions | List of all members
FdmZeroInnerValue Class Reference

#include <fdminnervaluecalculator.hpp>

+ Inheritance diagram for FdmZeroInnerValue:
+ Collaboration diagram for FdmZeroInnerValue:

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
 

Detailed Description

Definition at line 93 of file fdminnervaluecalculator.hpp.

Member Function Documentation

◆ innerValue()

Real innerValue ( const FdmLinearOpIterator ,
Time   
)
overridevirtual

Implements FdmInnerValueCalculator.

Definition at line 95 of file fdminnervaluecalculator.hpp.

◆ avgInnerValue()

Real avgInnerValue ( const FdmLinearOpIterator ,
Time   
)
overridevirtual

Implements FdmInnerValueCalculator.

Definition at line 96 of file fdminnervaluecalculator.hpp.