FdmEscrowedLogInnerValueCalculator Class Reference

#include <ql/methods/finitedifferences/utilities/fdmescrowedloginnervaluecalculator.hpp>

Inheritance diagram for FdmEscrowedLogInnerValueCalculator:

Collaboration diagram for FdmEscrowedLogInnerValueCalculator:

Public Member Functions
	FdmEscrowedLogInnerValueCalculator (ext::shared_ptr< EscrowedDividendAdjustment > escrowedDividendAdj, ext::shared_ptr< Payoff > payoff, ext::shared_ptr< FdmMesher > mesher, Size direction)
Real	innerValue (const FdmLinearOpIterator &iter, Time t) override
Real	avgInnerValue (const FdmLinearOpIterator &iter, Time t) override
Public Member Functions inherited from FdmInnerValueCalculator
virtual	~FdmInnerValueCalculator ()=default
virtual Real	innerValue (const FdmLinearOpIterator &iter, Time t)=0
virtual Real	avgInnerValue (const FdmLinearOpIterator &iter, Time t)=0

Private Attributes
const ext::shared_ptr< EscrowedDividendAdjustment >	escrowedDividendAdj_
const ext::shared_ptr< Payoff >	payoff_
const ext::shared_ptr< FdmMesher >	mesher_
const Size	direction_

Detailed Description

Definition at line 35 of file fdmescrowedloginnervaluecalculator.hpp.

Constructor & Destructor Documentation

FdmEscrowedLogInnerValueCalculator()

FdmEscrowedLogInnerValueCalculator	(	ext::shared_ptr< EscrowedDividendAdjustment >	escrowedDividendAdj,
		ext::shared_ptr< Payoff >	payoff,
		ext::shared_ptr< FdmMesher >	mesher,
		Size	direction
	)

Definition at line 29 of file fdmescrowedloginnervaluecalculator.cpp.

Member Function Documentation

innerValue()

Real innerValue ( const FdmLinearOpIterator &  iter, Time  t  )

overridevirtual

Implements FdmInnerValueCalculator.

Definition at line 38 of file fdmescrowedloginnervaluecalculator.cpp.

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avgInnerValue()

Real avgInnerValue ( const FdmLinearOpIterator &  iter, Time  t  )

overridevirtual

Implements FdmInnerValueCalculator.

Definition at line 47 of file fdmescrowedloginnervaluecalculator.cpp.

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Member Data Documentation

escrowedDividendAdj_

const ext::shared_ptr<EscrowedDividendAdjustment> escrowedDividendAdj_

private

Definition at line 47 of file fdmescrowedloginnervaluecalculator.hpp.

payoff_

const ext::shared_ptr<Payoff> payoff_

private

Definition at line 48 of file fdmescrowedloginnervaluecalculator.hpp.

mesher_

const ext::shared_ptr<FdmMesher> mesher_

private

Definition at line 49 of file fdmescrowedloginnervaluecalculator.hpp.

direction_

const Size direction_

private

Definition at line 50 of file fdmescrowedloginnervaluecalculator.hpp.