MarketModelExerciseValue Class Reference

#include <ql/models/marketmodels/callability/exercisevalue.hpp>

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Public Member Functions
virtual	~MarketModelExerciseValue ()=default
virtual Size	numberOfExercises () const =0
virtual const EvolutionDescription &	evolution () const =0
virtual std::vector< Time >	possibleCashFlowTimes () const =0
virtual void	nextStep (const CurveState &)=0
virtual void	reset ()=0
virtual std::valarray< bool >	isExerciseTime () const =0
virtual MarketModelMultiProduct::CashFlow	value (const CurveState &) const =0
virtual std::unique_ptr< MarketModelExerciseValue >	clone () const =0

Detailed Description

Definition at line 35 of file exercisevalue.hpp.

Constructor & Destructor Documentation

~MarketModelExerciseValue()

virtual ~MarketModelExerciseValue ( )

virtualdefault

Member Function Documentation

numberOfExercises()

virtual Size numberOfExercises ( ) const

pure virtual

Implemented in BermudanSwaptionExerciseValue, and NothingExerciseValue.

evolution()

virtual const EvolutionDescription & evolution ( ) const

pure virtual

Implemented in BermudanSwaptionExerciseValue, and NothingExerciseValue.

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possibleCashFlowTimes()

virtual std::vector< Time > possibleCashFlowTimes ( ) const

pure virtual

Implemented in BermudanSwaptionExerciseValue, and NothingExerciseValue.

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nextStep()

virtual void nextStep ( const CurveState &  )

pure virtual

Implemented in BermudanSwaptionExerciseValue, and NothingExerciseValue.

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reset()

virtual void reset ( )

pure virtual

Implemented in BermudanSwaptionExerciseValue, and NothingExerciseValue.

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isExerciseTime()

virtual std::valarray< bool > isExerciseTime ( ) const

pure virtual

Implemented in BermudanSwaptionExerciseValue, and NothingExerciseValue.

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value()

virtual MarketModelMultiProduct::CashFlow value ( const CurveState &  ) const

pure virtual

Implemented in BermudanSwaptionExerciseValue, and NothingExerciseValue.

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clone()

virtual std::unique_ptr< MarketModelExerciseValue > clone ( ) const

pure virtual

Implemented in BermudanSwaptionExerciseValue, and NothingExerciseValue.