23#include <ql/instruments/payoffs.hpp>
24#include <ql/methods/finitedifferences/meshers/fdmmesher.hpp>
25#include <ql/methods/finitedifferences/utilities/fdmescrowedloginnervaluecalculator.hpp>
30 ext::shared_ptr<EscrowedDividendAdjustment> escrowedDividendAdj,
31 ext::shared_ptr<Payoff> payoff,
32 ext::shared_ptr<FdmMesher> mesher,
34 : escrowedDividendAdj_(
std::move(escrowedDividendAdj)),
35 payoff_(
std::move(payoff)), mesher_(
std::move(mesher)),
36 direction_(direction) {}
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_
Real Time
continuous quantity with 1-year units
std::size_t Size
size of a container