QdFpIterationScheme Class Reference

Iteration scheme for fixed-point QD American engine. More...

#include <ql/pricingengines/vanilla/qdfpamericanengine.hpp>

Inheritance diagram for QdFpIterationScheme:

Collaboration diagram for QdFpIterationScheme:

Public Member Functions
virtual Size	getNumberOfChebyshevInterpolationNodes () const =0
virtual Size	getNumberOfNaiveFixedPointSteps () const =0
virtual Size	getNumberOfJacobiNewtonFixedPointSteps () const =0
virtual ext::shared_ptr< Integrator >	getFixedPointIntegrator () const =0
virtual ext::shared_ptr< Integrator >	getExerciseBoundaryToPriceIntegrator () const =0
virtual	~QdFpIterationScheme ()=default

Detailed Description

Iteration scheme for fixed-point QD American engine.

Definition at line 33 of file qdfpamericanengine.hpp.

Constructor & Destructor Documentation

~QdFpIterationScheme()

virtual ~QdFpIterationScheme ( )

virtualdefault

Member Function Documentation

getNumberOfChebyshevInterpolationNodes()

virtual Size getNumberOfChebyshevInterpolationNodes ( ) const

pure virtual

Implemented in QdFpLegendreScheme, and QdFpTanhSinhIterationScheme.

getNumberOfNaiveFixedPointSteps()

virtual Size getNumberOfNaiveFixedPointSteps ( ) const

pure virtual

Implemented in QdFpLegendreScheme, and QdFpTanhSinhIterationScheme.

getNumberOfJacobiNewtonFixedPointSteps()

virtual Size getNumberOfJacobiNewtonFixedPointSteps ( ) const

pure virtual

Implemented in QdFpLegendreScheme, and QdFpTanhSinhIterationScheme.

getFixedPointIntegrator()

virtual ext::shared_ptr< Integrator > getFixedPointIntegrator ( ) const

pure virtual

Implemented in QdFpLegendreScheme, and QdFpTanhSinhIterationScheme.

getExerciseBoundaryToPriceIntegrator()

virtual ext::shared_ptr< Integrator > getExerciseBoundaryToPriceIntegrator ( ) const

pure virtual

Implemented in QdFpLegendreScheme, QdFpLegendreTanhSinhScheme, and QdFpTanhSinhIterationScheme.