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

#include <fdmstepconditioncomposite.hpp>

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Public Types

typedef std::list< ext::shared_ptr< StepCondition< Array > > > Conditions
 

Public Member Functions

 FdmStepConditionComposite (const std::list< std::vector< Time > > &stoppingTimes, Conditions conditions)
 
void applyTo (Array &a, Time t) const override
 
const std::vector< Time > & stoppingTimes () const
 
const Conditionsconditions () const
 
- Public Member Functions inherited from StepCondition< Array >
virtual ~StepCondition ()=default
 
virtual void applyTo (Array &a, Time t) const=0
 

Static Public Member Functions

static ext::shared_ptr< FdmStepConditionCompositejoinConditions (const ext::shared_ptr< FdmSnapshotCondition > &c1, const ext::shared_ptr< FdmStepConditionComposite > &c2)
 
static ext::shared_ptr< FdmStepConditionCompositevanillaComposite (const DividendSchedule &schedule, const ext::shared_ptr< Exercise > &exercise, const ext::shared_ptr< FdmMesher > &mesher, const ext::shared_ptr< FdmInnerValueCalculator > &calculator, const Date &refDate, const DayCounter &dayCounter)
 

Private Attributes

std::vector< TimestoppingTimes_
 
const Conditions conditions_
 

Detailed Description

Definition at line 43 of file fdmstepconditioncomposite.hpp.

Member Typedef Documentation

◆ Conditions

typedef std::list<ext::shared_ptr<StepCondition<Array> > > Conditions

Definition at line 45 of file fdmstepconditioncomposite.hpp.

Constructor & Destructor Documentation

◆ FdmStepConditionComposite()

FdmStepConditionComposite ( const std::list< std::vector< Time > > &  stoppingTimes,
Conditions  conditions 
)

Definition at line 36 of file fdmstepconditioncomposite.cpp.

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Member Function Documentation

◆ applyTo()

void applyTo ( Array a,
Time  t 
) const
overridevirtual

Implements StepCondition< Array >.

Definition at line 57 of file fdmstepconditioncomposite.cpp.

◆ stoppingTimes()

const std::vector< Time > & stoppingTimes ( ) const

Definition at line 53 of file fdmstepconditioncomposite.cpp.

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◆ conditions()

const FdmStepConditionComposite::Conditions & conditions ( ) const

Definition at line 49 of file fdmstepconditioncomposite.cpp.

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◆ joinConditions()

ext::shared_ptr< FdmStepConditionComposite > joinConditions ( const ext::shared_ptr< FdmSnapshotCondition > &  c1,
const ext::shared_ptr< FdmStepConditionComposite > &  c2 
)
static

Definition at line 64 of file fdmstepconditioncomposite.cpp.

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◆ vanillaComposite()

ext::shared_ptr< FdmStepConditionComposite > vanillaComposite ( const DividendSchedule schedule,
const ext::shared_ptr< Exercise > &  exercise,
const ext::shared_ptr< FdmMesher > &  mesher,
const ext::shared_ptr< FdmInnerValueCalculator > &  calculator,
const Date refDate,
const DayCounter dayCounter 
)
static

Definition at line 81 of file fdmstepconditioncomposite.cpp.

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Member Data Documentation

◆ stoppingTimes_

std::vector<Time> stoppingTimes_
private

Definition at line 67 of file fdmstepconditioncomposite.hpp.

◆ conditions_

const Conditions conditions_
private

Definition at line 68 of file fdmstepconditioncomposite.hpp.