QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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Public Member Functions | Private Attributes | List of all members
FdmAmericanStepCondition Class Reference

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

+ Inheritance diagram for FdmAmericanStepCondition:
+ Collaboration diagram for FdmAmericanStepCondition:

Public Member Functions

 FdmAmericanStepCondition (ext::shared_ptr< FdmMesher > mesher, ext::shared_ptr< FdmInnerValueCalculator > calculator)
 
void applyTo (Array &a, Time) const override
 
- Public Member Functions inherited from StepCondition< Array >
virtual ~StepCondition ()=default
 
virtual void applyTo (Array &a, Time t) const=0
 

Private Attributes

const ext::shared_ptr< FdmMeshermesher_
 
const ext::shared_ptr< FdmInnerValueCalculatorcalculator_
 

Detailed Description

Definition at line 35 of file fdmamericanstepcondition.hpp.

Constructor & Destructor Documentation

◆ FdmAmericanStepCondition()

FdmAmericanStepCondition ( ext::shared_ptr< FdmMesher mesher,
ext::shared_ptr< FdmInnerValueCalculator calculator 
)

Definition at line 28 of file fdmamericanstepcondition.cpp.

Member Function Documentation

◆ applyTo()

void applyTo ( Array a,
Time  t 
) const
overridevirtual

Implements StepCondition< Array >.

Definition at line 32 of file fdmamericanstepcondition.cpp.

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Member Data Documentation

◆ mesher_

const ext::shared_ptr<FdmMesher> mesher_
private

Definition at line 43 of file fdmamericanstepcondition.hpp.

◆ calculator_

const ext::shared_ptr<FdmInnerValueCalculator> calculator_
private

Definition at line 44 of file fdmamericanstepcondition.hpp.