QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <fdminnervaluecalculator.hpp>
Public Member Functions | |
FdmLogInnerValue (const ext::shared_ptr< Payoff > &payoff, const ext::shared_ptr< FdmMesher > &mesher, Size direction) | |
Public Member Functions inherited from FdmCellAveragingInnerValue | |
FdmCellAveragingInnerValue (ext::shared_ptr< Payoff > payoff, ext::shared_ptr< FdmMesher > mesher, Size direction, ext::function< Real(Real)> gridMapping=[](Real x){ return x;}) | |
Real | innerValue (const FdmLinearOpIterator &iter, Time) 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 |
Definition at line 73 of file fdminnervaluecalculator.hpp.
FdmLogInnerValue | ( | const ext::shared_ptr< Payoff > & | payoff, |
const ext::shared_ptr< FdmMesher > & | mesher, | ||
Size | direction | ||
) |
Definition at line 108 of file fdminnervaluecalculator.cpp.