QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <fdmbermudanstepcondition.hpp>
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_ |
Definition at line 35 of file fdmbermudanstepcondition.hpp.
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.
Implements StepCondition< Array >.
Definition at line 45 of file fdmbermudanstepcondition.cpp.
const std::vector< Time > & exerciseTimes | ( | ) | const |
Definition at line 41 of file fdmbermudanstepcondition.cpp.
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private |
Definition at line 47 of file fdmbermudanstepcondition.hpp.
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private |
Definition at line 48 of file fdmbermudanstepcondition.hpp.
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private |
Definition at line 49 of file fdmbermudanstepcondition.hpp.