#include <marketmodelbasissystem.hpp>
Inheritance diagram for MarketModelBasisSystem:
Collaboration diagram for MarketModelBasisSystem:
Public Member Functions | |
| virtual std::vector< Size > | numberOfFunctions () const =0 |
| std::vector< Size > | numberOfData () const override |
| virtual std::unique_ptr< MarketModelBasisSystem > | 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 |
Detailed Description
Definition at line 29 of file marketmodelbasissystem.hpp.
Member Function Documentation
◆ numberOfFunctions()
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pure virtual |
Implemented in SwapBasisSystem, and SwapForwardBasisSystem.
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◆ numberOfData()
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overridevirtual |
Implements MarketModelNodeDataProvider.
Definition at line 33 of file marketmodelbasissystem.hpp.
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◆ clone()
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pure virtual |
Implemented in SwapBasisSystem, and SwapForwardBasisSystem.