30 ext::shared_ptr<EscrowedDividendAdjustment> escrowedDividendAdj,
31 ext::shared_ptr<Payoff>
payoff,
32 ext::shared_ptr<FdmMesher> mesher,
34 : escrowedDividendAdj_(
std::move(escrowedDividendAdj)),
Real innerValue(const FdmLinearOpIterator &iter, Time t) override
FdmEscrowedLogInnerValueCalculator(ext::shared_ptr< EscrowedDividendAdjustment > escrowedDividendAdj, ext::shared_ptr< Payoff > payoff, ext::shared_ptr< FdmMesher > mesher, Size direction)
Real avgInnerValue(const FdmLinearOpIterator &iter, Time t) override
const ext::shared_ptr< FdmMesher > mesher_
const ext::shared_ptr< EscrowedDividendAdjustment > escrowedDividendAdj_
const ext::shared_ptr< Payoff > payoff_
inner value for a escrowed dividend model
const ext::shared_ptr< FdmMesher > mesher_
const ext::shared_ptr< Payoff > payoff_
Real Time
continuous quantity with 1-year units
std::size_t Size
size of a container
ext::shared_ptr< QuantLib::Payoff > payoff
Payoffs for various options.