QuantLib
: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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ql
methods
finitedifferences
stepcondition.hpp
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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
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/*
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Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
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This file is part of QuantLib, a free-software/open-source library
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for financial quantitative analysts and developers - http://quantlib.org/
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QuantLib is free software: you can redistribute it and/or modify it
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under the terms of the QuantLib license. You should have received a
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copy of the license along with this program; if not, please email
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<quantlib-dev@lists.sf.net>. The license is also available online at
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<http://quantlib.org/license.shtml>.
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This program is distributed in the hope that it will be useful, but WITHOUT
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ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
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FOR A PARTICULAR PURPOSE. See the license for more details.
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*/
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#ifndef quantlib_step_condition_hpp
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#define quantlib_step_condition_hpp
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#include <ql/math/array.hpp>
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#include <ql/instruments/payoffs.hpp>
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namespace
QuantLib
{
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template
<
class
array_type>
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class
StepCondition
{
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public
:
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virtual
~StepCondition
() =
default
;
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virtual
void
applyTo
(array_type& a,
Time
t)
const
= 0;
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};
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template
<
class
array_type>
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class
NullCondition
:
public
StepCondition
<array_type> {
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public
:
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void
applyTo
(array_type&,
Time
)
const override
{}
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};
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}
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#endif
QuantLib::NullCondition
null step condition
Definition:
stepcondition.hpp:45
QuantLib::NullCondition::applyTo
void applyTo(array_type &, Time) const override
Definition:
stepcondition.hpp:47
QuantLib::StepCondition
condition to be applied at every time step
Definition:
stepcondition.hpp:35
QuantLib::StepCondition::~StepCondition
virtual ~StepCondition()=default
QuantLib::StepCondition::applyTo
virtual void applyTo(array_type &a, Time t) const =0
QuantLib::Time
Real Time
continuous quantity with 1-year units
Definition:
types.hpp:62
QuantLib
Definition:
any.hpp:35
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