QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
Loading...
Searching...
No Matches
Public Member Functions | Private Attributes | List of all members
FdmSnapshotCondition Class Reference

#include <fdmsnapshotcondition.hpp>

+ Inheritance diagram for FdmSnapshotCondition:
+ Collaboration diagram for FdmSnapshotCondition:

Public Member Functions

 FdmSnapshotCondition (Time t)
 
void applyTo (Array &a, Time t) const override
 
Time getTime () const
 
const ArraygetValues () const
 
- Public Member Functions inherited from StepCondition< Array >
virtual ~StepCondition ()=default
 
virtual void applyTo (Array &a, Time t) const=0
 

Private Attributes

const Time t_
 
Array values_
 

Detailed Description

Definition at line 33 of file fdmsnapshotcondition.hpp.

Constructor & Destructor Documentation

◆ FdmSnapshotCondition()

FdmSnapshotCondition ( Time  t)
explicit

Definition at line 26 of file fdmsnapshotcondition.cpp.

Member Function Documentation

◆ applyTo()

void applyTo ( Array a,
Time  t 
) const
overridevirtual

Implements StepCondition< Array >.

Definition at line 31 of file fdmsnapshotcondition.cpp.

◆ getTime()

Time getTime ( ) const

Definition at line 37 of file fdmsnapshotcondition.cpp.

◆ getValues()

const Array & getValues ( ) const

Definition at line 42 of file fdmsnapshotcondition.cpp.

Member Data Documentation

◆ t_

const Time t_
private

Definition at line 42 of file fdmsnapshotcondition.hpp.

◆ values_

Array values_
mutableprivate

Definition at line 43 of file fdmsnapshotcondition.hpp.