QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <fdmamericanstepcondition.hpp>
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< FdmMesher > | mesher_ |
const ext::shared_ptr< FdmInnerValueCalculator > | calculator_ |
Definition at line 35 of file fdmamericanstepcondition.hpp.
FdmAmericanStepCondition | ( | ext::shared_ptr< FdmMesher > | mesher, |
ext::shared_ptr< FdmInnerValueCalculator > | calculator | ||
) |
Definition at line 28 of file fdmamericanstepcondition.cpp.
Implements StepCondition< Array >.
Definition at line 32 of file fdmamericanstepcondition.cpp.
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private |
Definition at line 43 of file fdmamericanstepcondition.hpp.
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private |
Definition at line 44 of file fdmamericanstepcondition.hpp.