QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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collectnodedata.hpp
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1/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2
3/*
4 Copyright (C) 2006 Mark Joshi
5
6 This file is part of QuantLib, a free-software/open-source library
7 for financial quantitative analysts and developers - http://quantlib.org/
8
9 QuantLib is free software: you can redistribute it and/or modify it
10 under the terms of the QuantLib license. You should have received a
11 copy of the license along with this program; if not, please email
12 <quantlib-dev@lists.sf.net>. The license is also available online at
13 <http://quantlib.org/license.shtml>.
14
15 This program is distributed in the hope that it will be useful, but WITHOUT
16 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
17 FOR A PARTICULAR PURPOSE. See the license for more details.
18*/
19
20
21#ifndef quantlib_collect_node_data_hpp
22#define quantlib_collect_node_data_hpp
23
24#include <ql/types.hpp>
25#include <vector>
26
27namespace QuantLib {
28
29 class MarketModelEvolver;
30 class MarketModelMultiProduct;
31 class MarketModelNodeDataProvider;
32 class MarketModelExerciseValue;
33 struct NodeData;
34
35 void collectNodeData(MarketModelEvolver& evolver,
36 MarketModelMultiProduct& product,
37 MarketModelNodeDataProvider& dataProvider,
38 MarketModelExerciseValue& rebate,
39 MarketModelExerciseValue& control,
40 Size numberOfPaths,
41 std::vector<std::vector<NodeData> >& collectedData);
42
43}
44
45#endif
std::size_t Size
size of a container
Definition: types.hpp:58
Definition: any.hpp:35
void collectNodeData(MarketModelEvolver &evolver, MarketModelMultiProduct &product, MarketModelNodeDataProvider &dataProvider, MarketModelExerciseValue &rebate, MarketModelExerciseValue &control, Size numberOfPaths, std::vector< std::vector< NodeData > > &collectedData)
Custom types.