QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <fdmhullwhitesolver.hpp>
Public Member Functions | |
FdmHullWhiteSolver (Handle< HullWhite > model, FdmSolverDesc solverDesc, const FdmSchemeDesc &schemeDesc=FdmSchemeDesc::Hundsdorfer()) | |
Real | valueAt (Real r) const |
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LazyObject () | |
~LazyObject () override=default | |
void | update () override |
bool | isCalculated () const |
void | forwardFirstNotificationOnly () |
void | alwaysForwardNotifications () |
void | recalculate () |
void | freeze () |
void | unfreeze () |
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Observable () | |
Observable (const Observable &) | |
Observable & | operator= (const Observable &) |
Observable (Observable &&)=delete | |
Observable & | operator= (Observable &&)=delete |
virtual | ~Observable ()=default |
void | notifyObservers () |
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Observer ()=default | |
Observer (const Observer &) | |
Observer & | operator= (const Observer &) |
virtual | ~Observer () |
std::pair< iterator, bool > | registerWith (const ext::shared_ptr< Observable > &) |
void | registerWithObservables (const ext::shared_ptr< Observer > &) |
Size | unregisterWith (const ext::shared_ptr< Observable > &) |
void | unregisterWithAll () |
virtual void | update ()=0 |
virtual void | deepUpdate () |
Protected Member Functions | |
void | performCalculations () const override |
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virtual void | calculate () const |
Private Attributes | |
const Handle< HullWhite > | model_ |
const FdmSolverDesc | solverDesc_ |
const FdmSchemeDesc | schemeDesc_ |
ext::shared_ptr< Fdm1DimSolver > | solver_ |
Additional Inherited Members | |
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typedef set_type::iterator | iterator |
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bool | calculated_ = false |
bool | frozen_ = false |
bool | alwaysForward_ |
Definition at line 36 of file fdmhullwhitesolver.hpp.
FdmHullWhiteSolver | ( | Handle< HullWhite > | model, |
FdmSolverDesc | solverDesc, | ||
const FdmSchemeDesc & | schemeDesc = FdmSchemeDesc::Hundsdorfer() |
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Definition at line 47 of file fdmhullwhitesolver.cpp.
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overrideprotectedvirtual |
This method must implement any calculations which must be (re)done in order to calculate the desired results.
Implements LazyObject.
Definition at line 40 of file fdmhullwhitesolver.cpp.
Definition at line 48 of file fdmhullwhitesolver.hpp.
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private |
Definition at line 49 of file fdmhullwhitesolver.hpp.
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private |
Definition at line 50 of file fdmhullwhitesolver.hpp.
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mutableprivate |
Definition at line 52 of file fdmhullwhitesolver.hpp.