21#ifndef quantlib_callspecified_multiproduct_hpp
22#define quantlib_callspecified_multiproduct_hpp
45 void reset()
override;
47 std::vector<Size>& numberCashFlowsThisStep,
48 std::vector<std::vector<CashFlow> >& cashFlowsGenerated)
override;
49 std::unique_ptr<MarketModelMultiProduct>
clone()
const override;
const ExerciseStrategy< CurveState > & strategy() const
std::vector< Size > suggestedNumeraires() const override
std::vector< std::vector< CashFlow > > dummyCashFlowsGenerated_
std::unique_ptr< MarketModelMultiProduct > clone() const override
returns a newly-allocated copy of itself
const MarketModelMultiProduct & underlying() const
bool nextTimeStep(const CurveState ¤tState, std::vector< Size > &numberCashFlowsThisStep, std::vector< std::vector< CashFlow > > &cashFlowsGenerated) override
return value indicates whether path is finished, TRUE means done
std::vector< Time > possibleCashFlowTimes() const override
const EvolutionDescription & evolution() const override
void disableCallability()
Clone< ExerciseStrategy< CurveState > > strategy_
Size maxNumberOfCashFlowsPerProductPerStep() const override
EvolutionDescription evolution_
std::vector< Time > cashFlowTimes_
std::vector< Size > dummyCashFlowsThisStep_
Clone< MarketModelMultiProduct > rebate_
Clone< MarketModelMultiProduct > underlying_
const MarketModelMultiProduct & rebate() const
Size numberOfProducts() const override
std::vector< std::valarray< bool > > isPresent_
void reset() override
during simulation put product at start of path
cloning proxy to an underlying object
Curve state for market-model simulations
Market-model evolution description.
cloning proxy to an underlying object
std::size_t Size
size of a container