FdmSimpleStorageCondition Class Reference

#include <ql/methods/finitedifferences/stepconditions/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< Time >	exerciseTimes_
const ext::shared_ptr< FdmMesher >	mesher_
const ext::shared_ptr< FdmInnerValueCalculator >	calculator_
const Real	changeRate_
std::vector< Real >	x_
std::vector< Real >	y_

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.