QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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multistepnothing.hpp
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1/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2
3/*
4 Copyright (C) 2006 Mark Joshi
5
6 This file is part of QuantLib, a free-software/open-source library
7 for financial quantitative analysts and developers - http://quantlib.org/
8
9 QuantLib is free software: you can redistribute it and/or modify it
10 under the terms of the QuantLib license. You should have received a
11 copy of the license along with this program; if not, please email
12 <quantlib-dev@lists.sf.net>. The license is also available online at
13 <http://quantlib.org/license.shtml>.
14
15 This program is distributed in the hope that it will be useful, but WITHOUT
16 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
17 FOR A PARTICULAR PURPOSE. See the license for more details.
18*/
19
20
21#ifndef quantlib_multistep_nothing_hpp
22#define quantlib_multistep_nothing_hpp
23
25
26namespace QuantLib {
27
29 public:
32 Size doneIndex = 0);
33 //! \name MarketModelMultiProduct interface
34 //@{
35 std::vector<Time> possibleCashFlowTimes() const override;
36 Size numberOfProducts() const override;
38 void reset() override;
39 bool nextTimeStep(const CurveState&,
40 std::vector<Size>&,
41 std::vector<std::vector<CashFlow> >&) override;
42 std::unique_ptr<MarketModelMultiProduct> clone() const override;
43 //@}
44 private:
46 // things that vary in a path
48 };
49
50 // inline definitions
51
52 inline std::vector<Time>
54 return std::vector<Time>();
55 }
56
58 return numberOfProducts_;
59 }
60
61 inline Size
63 return 0;
64 }
65
68 }
69
70}
71
72#endif
Curve state for market-model simulations
Definition: curvestate.hpp:41
Market-model evolution description.
Multiple-step market-model product.
const EvolutionDescription & evolution() const override
std::unique_ptr< MarketModelMultiProduct > clone() const override
returns a newly-allocated copy of itself
bool nextTimeStep(const CurveState &, std::vector< Size > &, std::vector< std::vector< CashFlow > > &) override
return value indicates whether path is finished, TRUE means done
std::vector< Time > possibleCashFlowTimes() const override
Size maxNumberOfCashFlowsPerProductPerStep() const override
Size numberOfProducts() const override
void reset() override
during simulation put product at start of path
std::size_t Size
size of a container
Definition: types.hpp:58
Definition: any.hpp:35