24#ifndef quantlib_fdm_escrowed_log_inner_value_calculator_hpp
25#define quantlib_fdm_escrowed_log_inner_value_calculator_hpp
38 ext::shared_ptr<EscrowedDividendAdjustment> escrowedDividendAdj,
39 ext::shared_ptr<Payoff>
payoff,
40 ext::shared_ptr<FdmMesher> mesher,
Real innerValue(const FdmLinearOpIterator &iter, Time t) override
Real avgInnerValue(const FdmLinearOpIterator &iter, Time t) override
const ext::shared_ptr< FdmMesher > mesher_
const ext::shared_ptr< EscrowedDividendAdjustment > escrowedDividendAdj_
const ext::shared_ptr< Payoff > payoff_
layer of abstraction to calculate the inner value
Real Time
continuous quantity with 1-year units
std::size_t Size
size of a container
ext::shared_ptr< QuantLib::Payoff > payoff