FdmArithmeticAverageCondition Class Reference

#include <ql/methods/finitedifferences/stepconditions/fdmarithmeticaveragecondition.hpp>

Inheritance diagram for FdmArithmeticAverageCondition:

Collaboration diagram for FdmArithmeticAverageCondition:

Public Member Functions
	FdmArithmeticAverageCondition (std::vector< Time > averageTimes, Real, Size pastFixings, const ext::shared_ptr< FdmMesher > &mesher, Size equityDirection)
void	applyTo (Array &a, Time t) const override
Public Member Functions inherited from StepCondition< Array >
virtual	~StepCondition ()=default
virtual void	applyTo (Array &a, Time t) const=0

Private Attributes
Array	x_
Array	a_
const std::vector< Time >	averageTimes_
const Size	pastFixings_
const ext::shared_ptr< FdmMesher >	mesher_
const Size	equityDirection_

Detailed Description

Definition at line 32 of file fdmarithmeticaveragecondition.hpp.

Constructor & Destructor Documentation

FdmArithmeticAverageCondition()

FdmArithmeticAverageCondition	(	std::vector< Time >	averageTimes,
		Real	,
		Size	pastFixings,
		const ext::shared_ptr< FdmMesher > &	mesher,
		Size	equityDirection
	)

Definition at line 31 of file fdmarithmeticaveragecondition.cpp.

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Member Function Documentation

applyTo()

void applyTo ( Array &  a, Time  t  ) const

overridevirtual

Implements StepCondition< Array >.

Definition at line 59 of file fdmarithmeticaveragecondition.cpp.

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Member Data Documentation

x_

Array x_

private

Definition at line 43 of file fdmarithmeticaveragecondition.hpp.

a_

Array a_

private

Definition at line 44 of file fdmarithmeticaveragecondition.hpp.

averageTimes_

const std::vector<Time> averageTimes_

private

Definition at line 46 of file fdmarithmeticaveragecondition.hpp.

pastFixings_

const Size pastFixings_

private

Definition at line 47 of file fdmarithmeticaveragecondition.hpp.

mesher_

const ext::shared_ptr<FdmMesher> mesher_

private

Definition at line 48 of file fdmarithmeticaveragecondition.hpp.

equityDirection_

const Size equityDirection_

private

Definition at line 49 of file fdmarithmeticaveragecondition.hpp.