#include <ql/methods/finitedifferences/utilities/fdminnervaluecalculator.hpp>
Inheritance diagram for FdmLogInnerValue:
Collaboration diagram for FdmLogInnerValue:
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 |
Detailed Description
Definition at line 73 of file fdminnervaluecalculator.hpp.
Constructor & Destructor Documentation
◆ FdmLogInnerValue()
| FdmLogInnerValue | ( | const ext::shared_ptr< Payoff > & | payoff, |
| const ext::shared_ptr< FdmMesher > & | mesher, | ||
| Size | direction | ||
| ) |
Definition at line 108 of file fdminnervaluecalculator.cpp.