#include <ql/methods/finitedifferences/stepconditions/fdmstepconditioncomposite.hpp>
Inheritance diagram for FdmStepConditionComposite:
Collaboration diagram for FdmStepConditionComposite:
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 Conditions & | conditions () 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< FdmStepConditionComposite > | joinConditions (const ext::shared_ptr< FdmSnapshotCondition > &c1, const ext::shared_ptr< FdmStepConditionComposite > &c2) |
| static 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) |
Private Attributes | |
| std::vector< Time > | stoppingTimes_ |
| 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()
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()
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static |
Definition at line 64 of file fdmstepconditioncomposite.cpp.
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◆ vanillaComposite()
|
static |
Definition at line 81 of file fdmstepconditioncomposite.cpp.
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Member Data Documentation
◆ stoppingTimes_
|
private |
Definition at line 67 of file fdmstepconditioncomposite.hpp.
◆ conditions_
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private |
Definition at line 68 of file fdmstepconditioncomposite.hpp.