QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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This is the complete list of members for AdaptedPathPayoff, including all inherited members.
accept(AcyclicVisitor &) | PathPayoff | virtual |
basisSystemDimension() const =0 | PathPayoff | pure virtual |
description() const =0 | PathPayoff | pure virtual |
name() const =0 | PathPayoff | pure virtual |
operator()(ValuationData &data) const =0 | AdaptedPathPayoff | protectedpure virtual |
value(const Matrix &path, const std::vector< Handle< YieldTermStructure > > &forwardTermStructures, Array &payments, Array &exercises, std::vector< Array > &states) const override | AdaptedPathPayoff | virtual |
~PathPayoff()=default | PathPayoff | virtual |