QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Member Functions | List of all members
FdmLogInnerValue Class Reference

#include <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.