ParametricExercise Class Reference

#include <ql/methods/montecarlo/parametricexercise.hpp>

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Public Member Functions
virtual	~ParametricExercise ()=default
virtual std::vector< Size >	numberOfVariables () const =0
virtual std::vector< Size >	numberOfParameters () 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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