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

#include <fdmbermudanstepcondition.hpp>

+ Inheritance diagram for FdmBermudanStepCondition:
+ Collaboration diagram for FdmBermudanStepCondition:

Public Member Functions

 FdmBermudanStepCondition (const std::vector< Date > &exerciseDates, const Date &referenceDate, const DayCounter &dayCounter, ext::shared_ptr< FdmMesher > mesher, ext::shared_ptr< FdmInnerValueCalculator > calculator)
 
void applyTo (Array &a, Time t) const override
 
const std::vector< Time > & exerciseTimes () const
 
- Public Member Functions inherited from StepCondition< Array >
virtual ~StepCondition ()=default
 
virtual void applyTo (Array &a, Time t) const=0
 

Private Attributes

std::vector< TimeexerciseTimes_
 
const ext::shared_ptr< FdmMeshermesher_
 
const ext::shared_ptr< FdmInnerValueCalculatorcalculator_
 

Detailed Description

Definition at line 35 of file fdmbermudanstepcondition.hpp.

Constructor & Destructor Documentation

◆ FdmBermudanStepCondition()

FdmBermudanStepCondition ( const std::vector< Date > &  exerciseDates,
const Date referenceDate,
const DayCounter dayCounter,
ext::shared_ptr< FdmMesher mesher,
ext::shared_ptr< FdmInnerValueCalculator calculator 
)

Definition at line 27 of file fdmbermudanstepcondition.cpp.

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Member Function Documentation

◆ applyTo()

void applyTo ( Array a,
Time  t 
) const
overridevirtual

Implements StepCondition< Array >.

Definition at line 45 of file fdmbermudanstepcondition.cpp.

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◆ exerciseTimes()

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

Definition at line 41 of file fdmbermudanstepcondition.cpp.

Member Data Documentation

◆ exerciseTimes_

std::vector<Time> exerciseTimes_
private

Definition at line 47 of file fdmbermudanstepcondition.hpp.

◆ mesher_

const ext::shared_ptr<FdmMesher> mesher_
private

Definition at line 48 of file fdmbermudanstepcondition.hpp.

◆ calculator_

const ext::shared_ptr<FdmInnerValueCalculator> calculator_
private

Definition at line 49 of file fdmbermudanstepcondition.hpp.