#include <ql/methods/finitedifferences/stepconditions/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< Time > | exerciseTimes_ |
| const ext::shared_ptr< FdmMesher > | mesher_ |
| const ext::shared_ptr< FdmInnerValueCalculator > | calculator_ |
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()
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_
|
private |
Definition at line 47 of file fdmbermudanstepcondition.hpp.
◆ mesher_
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private |
Definition at line 48 of file fdmbermudanstepcondition.hpp.
◆ calculator_
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private |
Definition at line 49 of file fdmbermudanstepcondition.hpp.