QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <fdmarithmeticaveragecondition.hpp>
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_ |
Definition at line 32 of file fdmarithmeticaveragecondition.hpp.
FdmArithmeticAverageCondition | ( | std::vector< Time > | averageTimes, |
Real | , | ||
Size | pastFixings, | ||
const ext::shared_ptr< FdmMesher > & | mesher, | ||
Size | equityDirection | ||
) |
Definition at line 31 of file fdmarithmeticaveragecondition.cpp.
Implements StepCondition< Array >.
Definition at line 59 of file fdmarithmeticaveragecondition.cpp.
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Definition at line 43 of file fdmarithmeticaveragecondition.hpp.
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Definition at line 44 of file fdmarithmeticaveragecondition.hpp.
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Definition at line 46 of file fdmarithmeticaveragecondition.hpp.
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Definition at line 47 of file fdmarithmeticaveragecondition.hpp.
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Definition at line 48 of file fdmarithmeticaveragecondition.hpp.
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Definition at line 49 of file fdmarithmeticaveragecondition.hpp.