QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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FdmVPPStartLimitStepCondition Member List

This is the complete list of members for FdmVPPStartLimitStepCondition, including all inherited members.

applyTo(Array &a, Time t) const overrideFdmVPPStepConditionvirtual
changeState(Real gasPrice, const Array &state, Time t) const overrideFdmVPPStartLimitStepConditionprivatevirtual
evolve(const FdmLinearOpIterator &iter, Time t) constFdmVPPStepConditionprotected
evolveAtPMax(Real sparkSpread) constFdmVPPStepConditionprotected
evolveAtPMin(Real sparkSpread) constFdmVPPStepConditionprotected
FdmVPPStartLimitStepCondition(const FdmVPPStepConditionParams &params, Size nStarts, const FdmVPPStepConditionMesher &mesh, const ext::shared_ptr< FdmInnerValueCalculator > &gasPrice, const ext::shared_ptr< FdmInnerValueCalculator > &sparkSpreadPrice)FdmVPPStartLimitStepCondition
FdmVPPStepCondition(const FdmVPPStepConditionParams &params, Size nStates, const FdmVPPStepConditionMesher &mesh, ext::shared_ptr< FdmInnerValueCalculator > gasPrice, ext::shared_ptr< FdmInnerValueCalculator > sparkSpreadPrice)FdmVPPStepCondition
fuelCostAddon_FdmVPPStepConditionprotected
gasPrice_FdmVPPStepConditionprotected
heatRate_FdmVPPStepConditionprotected
maxValue(const Array &states) const overrideFdmVPPStartLimitStepConditionvirtual
mesher_FdmVPPStepConditionprotected
nStarts_FdmVPPStartLimitStepConditionprivate
nStates(Size tMinUp, Size tMinDown, Size nStarts)FdmVPPStartLimitStepConditionstatic
QuantLib::FdmVPPStepCondition::nStates() constFdmVPPStepCondition
nStates_FdmVPPStepConditionprotected
pMax_FdmVPPStepConditionprotected
pMin_FdmVPPStepConditionprotected
sparkSpreadPrice_FdmVPPStepConditionprotected
startUpFixCost_FdmVPPStepConditionprotected
startUpFuel_FdmVPPStepConditionprotected
stateDirection_FdmVPPStepConditionprotected
stateEvolveFcts_FdmVPPStepConditionprotected
tMinDown_FdmVPPStepConditionprotected
tMinUp_FdmVPPStepConditionprotected
~StepCondition()=defaultStepCondition< Array >virtual