20#ifndef quantlib_nothing_exercise_value_hpp
21#define quantlib_nothing_exercise_value_hpp
38 void reset()
override;
42 std::unique_ptr<MarketModelExerciseValue>
clone()
const override;
Curve state for market-model simulations
Market-model evolution description.
MarketModelMultiProduct::CashFlow value(const CurveState &) const override
MarketModelMultiProduct::CashFlow cf_
Size numberOfExercises() const override
void nextStep(const CurveState &) override
std::valarray< bool > isExerciseTime() const override
std::vector< Time > rateTimes_
std::unique_ptr< MarketModelExerciseValue > clone() const override
std::vector< Time > possibleCashFlowTimes() const override
const EvolutionDescription & evolution() const override
EvolutionDescription evolution_
std::valarray< bool > isExerciseTime_
std::size_t Size
size of a container