21#ifndef quantlib_bermudan_swaption_exercise_value_hpp
22#define quantlib_bermudan_swaption_exercise_value_hpp
36 std::vector<ext::shared_ptr<Payoff> >);
42 void reset()
override;
46 std::unique_ptr<MarketModelExerciseValue>
clone()
const override;
50 std::vector<ext::shared_ptr<Payoff> >
payoffs_;
MarketModelMultiProduct::CashFlow value(const CurveState &) const override
MarketModelMultiProduct::CashFlow cf_
Size numberOfExercises() const override
void nextStep(const CurveState &) override
std::valarray< bool > isExerciseTime() const override
std::vector< ext::shared_ptr< Payoff > > payoffs_
std::vector< Time > rateTimes_
std::unique_ptr< MarketModelExerciseValue > clone() const override
std::vector< Time > possibleCashFlowTimes() const override
const EvolutionDescription & evolution() const override
EvolutionDescription evolution_
Curve state for market-model simulations
Market-model evolution description.
std::size_t Size
size of a container
Maps shared_ptr to either the boost or std implementation.