QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
Loading...
Searching...
No Matches
Public Member Functions | Private Attributes | List of all members
FdmSimpleStorageCondition Class Reference

#include <fdmsimplestoragecondition.hpp>

+ Inheritance diagram for FdmSimpleStorageCondition:
+ Collaboration diagram for FdmSimpleStorageCondition:

Public Member Functions

 FdmSimpleStorageCondition (std::vector< Time > exerciseTimes, ext::shared_ptr< FdmMesher > mesher, ext::shared_ptr< FdmInnerValueCalculator > calculator, Real changeRate)
 
void applyTo (Array &a, Time t) const override
 
- Public Member Functions inherited from StepCondition< Array >
virtual ~StepCondition ()=default
 
virtual void applyTo (Array &a, Time t) const=0
 

Private Attributes

const std::vector< TimeexerciseTimes_
 
const ext::shared_ptr< FdmMeshermesher_
 
const ext::shared_ptr< FdmInnerValueCalculatorcalculator_
 
const Real changeRate_
 
std::vector< Realx_
 
std::vector< Realy_
 

Detailed Description

Definition at line 34 of file fdmsimplestoragecondition.hpp.

Constructor & Destructor Documentation

◆ FdmSimpleStorageCondition()

FdmSimpleStorageCondition ( std::vector< Time exerciseTimes,
ext::shared_ptr< FdmMesher mesher,
ext::shared_ptr< FdmInnerValueCalculator calculator,
Real  changeRate 
)

Definition at line 28 of file fdmsimplestoragecondition.cpp.

Member Function Documentation

◆ applyTo()

void applyTo ( Array a,
Time  t 
) const
overridevirtual

Implements StepCondition< Array >.

Definition at line 49 of file fdmsimplestoragecondition.cpp.

+ Here is the call graph for this function:

Member Data Documentation

◆ exerciseTimes_

const std::vector<Time> exerciseTimes_
private

Definition at line 44 of file fdmsimplestoragecondition.hpp.

◆ mesher_

const ext::shared_ptr<FdmMesher> mesher_
private

Definition at line 45 of file fdmsimplestoragecondition.hpp.

◆ calculator_

const ext::shared_ptr<FdmInnerValueCalculator> calculator_
private

Definition at line 46 of file fdmsimplestoragecondition.hpp.

◆ changeRate_

const Real changeRate_
private

Definition at line 47 of file fdmsimplestoragecondition.hpp.

◆ x_

std::vector<Real> x_
private

Definition at line 49 of file fdmsimplestoragecondition.hpp.

◆ y_

std::vector<Real> y_
private

Definition at line 49 of file fdmsimplestoragecondition.hpp.