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Public Member Functions | Static Public Member Functions | Private Member Functions | Private Attributes | List of all members
FdmVPPStartLimitStepCondition Class Reference

#include <ql/experimental/finitedifferences/fdmvppstartlimitstepcondition.hpp>

+ Inheritance diagram for FdmVPPStartLimitStepCondition:
+ Collaboration diagram for FdmVPPStartLimitStepCondition:

Public Member Functions

 FdmVPPStartLimitStepCondition (const FdmVPPStepConditionParams &params, Size nStarts, const FdmVPPStepConditionMesher &mesh, const ext::shared_ptr< FdmInnerValueCalculator > &gasPrice, const ext::shared_ptr< FdmInnerValueCalculator > &sparkSpreadPrice)
 
Real maxValue (const Array &states) const override
 
- Public Member Functions inherited from FdmVPPStepCondition
 FdmVPPStepCondition (const FdmVPPStepConditionParams &params, Size nStates, const FdmVPPStepConditionMesher &mesh, ext::shared_ptr< FdmInnerValueCalculator > gasPrice, ext::shared_ptr< FdmInnerValueCalculator > sparkSpreadPrice)
 
Size nStates () const
 
void applyTo (Array &a, Time t) const override
 
virtual Real maxValue (const Array &states) const =0
 
- Public Member Functions inherited from StepCondition< Array >
virtual ~StepCondition ()=default
 
virtual void applyTo (Array &a, Time t) const=0
 

Static Public Member Functions

static Size nStates (Size tMinUp, Size tMinDown, Size nStarts)
 

Private Member Functions

Array changeState (Real gasPrice, const Array &state, Time t) const override
 

Private Attributes

const Size nStarts_
 

Additional Inherited Members

- Protected Member Functions inherited from FdmVPPStepCondition
Real evolveAtPMin (Real sparkSpread) const
 
Real evolveAtPMax (Real sparkSpread) const
 
Real evolve (const FdmLinearOpIterator &iter, Time t) const
 
virtual Array changeState (Real gasPrice, const Array &state, Time t) const =0
 
- Protected Attributes inherited from FdmVPPStepCondition
const Real heatRate_
 
const Real pMin_
 
const Real pMax_
 
const Size tMinUp_
 
const Size tMinDown_
 
const Real startUpFuel_
 
const Real startUpFixCost_
 
const Real fuelCostAddon_
 
const Size stateDirection_
 
const Size nStates_
 
const ext::shared_ptr< FdmMeshermesher_
 
const ext::shared_ptr< FdmInnerValueCalculatorgasPrice_
 
const ext::shared_ptr< FdmInnerValueCalculatorsparkSpreadPrice_
 
std::vector< ext::function< Real(Real)> > stateEvolveFcts_
 

Detailed Description

Definition at line 33 of file fdmvppstartlimitstepcondition.hpp.

Constructor & Destructor Documentation

◆ FdmVPPStartLimitStepCondition()

FdmVPPStartLimitStepCondition ( const FdmVPPStepConditionParams params,
Size  nStarts,
const FdmVPPStepConditionMesher mesh,
const ext::shared_ptr< FdmInnerValueCalculator > &  gasPrice,
const ext::shared_ptr< FdmInnerValueCalculator > &  sparkSpreadPrice 
)

Definition at line 33 of file fdmvppstartlimitstepcondition.cpp.

Member Function Documentation

◆ nStates()

Size nStates ( Size  tMinUp,
Size  tMinDown,
Size  nStarts 
)
static

Definition at line 90 of file fdmvppstartlimitstepcondition.cpp.

◆ maxValue()

Real maxValue ( const Array states) const
overridevirtual

Implements FdmVPPStepCondition.

Definition at line 95 of file fdmvppstartlimitstepcondition.cpp.

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◆ changeState()

Array changeState ( Real  gasPrice,
const Array state,
Time  t 
) const
overrideprivatevirtual

Implements FdmVPPStepCondition.

Definition at line 47 of file fdmvppstartlimitstepcondition.cpp.

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Member Data Documentation

◆ nStarts_

const Size nStarts_
private

Definition at line 48 of file fdmvppstartlimitstepcondition.hpp.