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

#include <parallelevolver.hpp>

+ Inheritance diagram for StepConditionSet< array_type >:
+ Collaboration diagram for StepConditionSet< array_type >:

Public Member Functions

void applyTo (std::vector< array_type > &a, Time t) const
 
void push_back (const itemType &a)
 

Private Types

typedef ext::shared_ptr< StepCondition< array_type > > itemType
 

Private Attributes

std::vector< itemTypestepConditions_
 

Detailed Description

template<typename array_type>
class QuantLib::StepConditionSet< array_type >
Deprecated:
Use the new finite-differences framework instead. Deprecated in version 1.32.

Definition at line 46 of file parallelevolver.hpp.

Member Typedef Documentation

◆ itemType

typedef ext::shared_ptr<StepCondition<array_type> > itemType
private

Definition at line 47 of file parallelevolver.hpp.

Member Function Documentation

◆ applyTo()

void applyTo ( std::vector< array_type > &  a,
Time  t 
) const

Definition at line 50 of file parallelevolver.hpp.

◆ push_back()

void push_back ( const itemType a)

Definition at line 56 of file parallelevolver.hpp.

Member Data Documentation

◆ stepConditions_

std::vector<itemType> stepConditions_
private

Definition at line 48 of file parallelevolver.hpp.