QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Member Functions | List of all members
ParametricExercise Class Referenceabstract

#include <parametricexercise.hpp>

+ Inheritance diagram for ParametricExercise:
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Public Member Functions

virtual ~ParametricExercise ()=default
 
virtual std::vector< SizenumberOfVariables () const =0
 
virtual std::vector< SizenumberOfParameters () const =0
 
virtual bool exercise (Size exerciseNumber, const std::vector< Real > &parameters, const std::vector< Real > &variables) const =0
 
virtual void guess (Size exerciseNumber, std::vector< Real > &parameters) const =0
 

Detailed Description

Definition at line 29 of file parametricexercise.hpp.

Constructor & Destructor Documentation

◆ ~ParametricExercise()

virtual ~ParametricExercise ( )
virtualdefault

Member Function Documentation

◆ numberOfVariables()

virtual std::vector< Size > numberOfVariables ( ) const
pure virtual

Implemented in TriggeredSwapExercise.

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◆ numberOfParameters()

virtual std::vector< Size > numberOfParameters ( ) const
pure virtual

Implemented in TriggeredSwapExercise.

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◆ exercise()

virtual bool exercise ( Size  exerciseNumber,
const std::vector< Real > &  parameters,
const std::vector< Real > &  variables 
) const
pure virtual

Implemented in TriggeredSwapExercise.

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◆ guess()

virtual void guess ( Size  exerciseNumber,
std::vector< Real > &  parameters 
) const
pure virtual

Implemented in TriggeredSwapExercise.

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