21#include <ql/pricingengines/vanilla/discretizedvanillaoption.hpp>
67 QL_FAIL(
"invalid option type");
1-D array used in linear algebra.
Size size() const
dimension of the array
bool isOnTime(Time t) const
const ext::shared_ptr< Lattice > & method() const
std::vector< Time > stoppingTimes_
VanillaOption::arguments arguments_
void postAdjustValuesImpl() override
void applySpecificCondition()
void reset(Size size) override
DiscretizedVanillaOption(const VanillaOption::arguments &, const StochasticProcess &process, const TimeGrid &grid=TimeGrid())
ext::shared_ptr< Exercise > exercise
ext::shared_ptr< Payoff > payoff
multi-dimensional stochastic process class.
virtual Time time(const Date &) const
Time closestTime(Time t) const
returns the time on the grid closest to the given t
Real Time
continuous quantity with 1-year units
std::size_t Size
size of a container