24#ifndef quantlib_fdm_vpp_step_condition_factory_hpp
25#define quantlib_fdm_vpp_step_condition_factory_hpp
27#include <ql/math/array.hpp>
28#include <ql/methods/finitedifferences/stepcondition.hpp>
29#include <ql/experimental/finitedifferences/vanillavppoption.hpp>
30#include <ql/experimental/finitedifferences/fdmvppstepcondition.hpp>
40 ext::shared_ptr<FdmVPPStepCondition>
build(
43 const ext::shared_ptr<FdmInnerValueCalculator>& fuel,
44 const ext::shared_ptr<FdmInnerValueCalculator>& spark)
const;
ext::shared_ptr< Fdm1dMesher > stateMesher() const
ext::shared_ptr< FdmVPPStepCondition > build(const FdmVPPStepConditionMesher &mesh, Real fuelCostAddon, const ext::shared_ptr< FdmInnerValueCalculator > &fuel, const ext::shared_ptr< FdmInnerValueCalculator > &spark) const
const VanillaVPPOption::arguments args_
enum QuantLib::FdmVPPStepConditionFactory::Type type_