MarketModelParametricExercise Class Reference

#include <marketmodelparametricexercise.hpp>

Inheritance diagram for MarketModelParametricExercise:

Collaboration diagram for MarketModelParametricExercise:

Public Member Functions
std::vector< Size >	numberOfData () const override
virtual std::unique_ptr< MarketModelParametricExercise >	clone () const =0
Public Member Functions inherited from MarketModelNodeDataProvider
virtual	~MarketModelNodeDataProvider ()=default
virtual Size	numberOfExercises () const =0
virtual std::vector< Size >	numberOfData () const =0
virtual const EvolutionDescription &	evolution () const =0
virtual void	nextStep (const CurveState &)=0
virtual void	reset ()=0
virtual std::valarray< bool >	isExerciseTime () const =0
virtual void	values (const CurveState &, std::vector< Real > &results) const =0
Public Member Functions inherited from ParametricExercise
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 30 of file marketmodelparametricexercise.hpp.

Member Function Documentation

numberOfData()

std::vector< Size > numberOfData ( ) const

overridevirtual

Implements MarketModelNodeDataProvider.

Definition at line 33 of file marketmodelparametricexercise.hpp.

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clone()

virtual std::unique_ptr< MarketModelParametricExercise > clone ( ) const

pure virtual

Implemented in TriggeredSwapExercise.