MarketModelNodeDataProvider Class Reference

#include <ql/models/marketmodels/callability/nodedataprovider.hpp>

Inheritance diagram for MarketModelNodeDataProvider:

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Public Member Functions
virtual	~MarketModelNodeDataProvider ()=default
virtual Size	numberOfExercises () const =0
virtual std::vector< Size >	numberOfData () const =0
virtual const EvolutionDescription &	evolution () const =0
virtual void	nextStep (const CurveState &)=0
virtual void	reset ()=0
virtual std::valarray< bool >	isExerciseTime () const =0
virtual void	values (const CurveState &, std::vector< Real > &results) const =0

Detailed Description

Definition at line 33 of file nodedataprovider.hpp.

Constructor & Destructor Documentation

~MarketModelNodeDataProvider()

virtual ~MarketModelNodeDataProvider ( )

virtualdefault

Member Function Documentation

numberOfExercises()

virtual Size numberOfExercises ( ) const

pure virtual

Implemented in SwapBasisSystem, SwapForwardBasisSystem, and TriggeredSwapExercise.

numberOfData()

virtual std::vector< Size > numberOfData ( ) const

pure virtual

Implemented in MarketModelBasisSystem, and MarketModelParametricExercise.

evolution()

virtual const EvolutionDescription & evolution ( ) const

pure virtual

Implemented in SwapBasisSystem, SwapForwardBasisSystem, and TriggeredSwapExercise.

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nextStep()

virtual void nextStep ( const CurveState &  )

pure virtual

Implemented in SwapBasisSystem, SwapForwardBasisSystem, and TriggeredSwapExercise.

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reset()

virtual void reset ( )

pure virtual

Implemented in SwapBasisSystem, SwapForwardBasisSystem, and TriggeredSwapExercise.

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isExerciseTime()

virtual std::valarray< bool > isExerciseTime ( ) const

pure virtual

Implemented in SwapBasisSystem, SwapForwardBasisSystem, and TriggeredSwapExercise.

values()

virtual void values ( const CurveState &  , std::vector< Real > &  results  ) const

pure virtual

Implemented in SwapBasisSystem, SwapForwardBasisSystem, and TriggeredSwapExercise.

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