QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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This is the complete list of members for FdmVPPStartLimitStepCondition, including all inherited members.
applyTo(Array &a, Time t) const override | FdmVPPStepCondition | virtual |
changeState(Real gasPrice, const Array &state, Time t) const override | FdmVPPStartLimitStepCondition | privatevirtual |
evolve(const FdmLinearOpIterator &iter, Time t) const | FdmVPPStepCondition | protected |
evolveAtPMax(Real sparkSpread) const | FdmVPPStepCondition | protected |
evolveAtPMin(Real sparkSpread) const | FdmVPPStepCondition | protected |
FdmVPPStartLimitStepCondition(const FdmVPPStepConditionParams ¶ms, Size nStarts, const FdmVPPStepConditionMesher &mesh, const ext::shared_ptr< FdmInnerValueCalculator > &gasPrice, const ext::shared_ptr< FdmInnerValueCalculator > &sparkSpreadPrice) | FdmVPPStartLimitStepCondition | |
FdmVPPStepCondition(const FdmVPPStepConditionParams ¶ms, Size nStates, const FdmVPPStepConditionMesher &mesh, ext::shared_ptr< FdmInnerValueCalculator > gasPrice, ext::shared_ptr< FdmInnerValueCalculator > sparkSpreadPrice) | FdmVPPStepCondition | |
fuelCostAddon_ | FdmVPPStepCondition | protected |
gasPrice_ | FdmVPPStepCondition | protected |
heatRate_ | FdmVPPStepCondition | protected |
maxValue(const Array &states) const override | FdmVPPStartLimitStepCondition | virtual |
mesher_ | FdmVPPStepCondition | protected |
nStarts_ | FdmVPPStartLimitStepCondition | private |
nStates(Size tMinUp, Size tMinDown, Size nStarts) | FdmVPPStartLimitStepCondition | static |
QuantLib::FdmVPPStepCondition::nStates() const | FdmVPPStepCondition | |
nStates_ | FdmVPPStepCondition | protected |
pMax_ | FdmVPPStepCondition | protected |
pMin_ | FdmVPPStepCondition | protected |
sparkSpreadPrice_ | FdmVPPStepCondition | protected |
startUpFixCost_ | FdmVPPStepCondition | protected |
startUpFuel_ | FdmVPPStepCondition | protected |
stateDirection_ | FdmVPPStepCondition | protected |
stateEvolveFcts_ | FdmVPPStepCondition | protected |
tMinDown_ | FdmVPPStepCondition | protected |
tMinUp_ | FdmVPPStepCondition | protected |
~StepCondition()=default | StepCondition< Array > | virtual |