QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
|
#include <exercisevalue.hpp>
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 |
Definition at line 35 of file exercisevalue.hpp.
|
virtualdefault |
|
pure virtual |
Implemented in BermudanSwaptionExerciseValue, and NothingExerciseValue.
|
pure virtual |
Implemented in BermudanSwaptionExerciseValue, and NothingExerciseValue.
|
pure virtual |
Implemented in BermudanSwaptionExerciseValue, and NothingExerciseValue.
|
pure virtual |
Implemented in BermudanSwaptionExerciseValue, and NothingExerciseValue.
|
pure virtual |
Implemented in BermudanSwaptionExerciseValue, and NothingExerciseValue.
|
pure virtual |
Implemented in BermudanSwaptionExerciseValue, and NothingExerciseValue.
|
pure virtual |
Implemented in BermudanSwaptionExerciseValue, and NothingExerciseValue.
|
pure virtual |
Implemented in BermudanSwaptionExerciseValue, and NothingExerciseValue.