QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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stepcondition.hpp
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1/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2
3/*
4 Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
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/*! \file stepcondition.hpp
21 \brief conditions to be applied at every time step
22*/
23
24#ifndef quantlib_step_condition_hpp
25#define quantlib_step_condition_hpp
26
27#include <ql/math/array.hpp>
29
30namespace QuantLib {
31
32 //! condition to be applied at every time step
33 /*! \ingroup findiff */
34 template <class array_type>
36 public:
37 virtual ~StepCondition() = default;
38 virtual void applyTo(array_type& a, Time t) const = 0;
39 };
40
41
42 //! %null step condition
43 /*! \ingroup findiff */
44 template <class array_type>
45 class NullCondition : public StepCondition<array_type> {
46 public:
47 void applyTo(array_type&, Time) const override {}
48 };
49
50}
51
52
53#endif
1-D array used in linear algebra.
null step condition
void applyTo(array_type &, Time) const override
condition to be applied at every time step
virtual ~StepCondition()=default
virtual void applyTo(array_type &a, Time t) const =0
const DefaultType & t
Real Time
continuous quantity with 1-year units
Definition: types.hpp:62
Definition: any.hpp:35
Payoffs for various options.