QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
Loading...
Searching...
No Matches
Namespaces
upperboundengine.cpp File Reference
#include <ql/models/marketmodels/accountingengine.hpp>
#include <ql/models/marketmodels/callability/exercisevalue.hpp>
#include <ql/models/marketmodels/callability/upperboundengine.hpp>
#include <ql/models/marketmodels/curvestate.hpp>
#include <ql/models/marketmodels/discounter.hpp>
#include <ql/models/marketmodels/evolver.hpp>
#include <ql/models/marketmodels/multiproduct.hpp>
#include <ql/models/marketmodels/products/multistep/callspecifiedmultiproduct.hpp>
#include <ql/models/marketmodels/products/multistep/exerciseadapter.hpp>
#include <ql/models/marketmodels/utilities.hpp>
#include <algorithm>
#include <utility>

Go to the source code of this file.

Namespaces

namespace  QuantLib
 

Variable Documentation

◆ savedStates_

std::vector<Clone<CurveState> > savedStates_
private

Definition at line 98 of file upperboundengine.cpp.

◆ lastSavedStep_

Size lastSavedStep_
private

Definition at line 99 of file upperboundengine.cpp.

◆ recording_

bool recording_
private

Definition at line 100 of file upperboundengine.cpp.

◆ numberCashFlowsThisStep_

std::vector<Size> numberCashFlowsThisStep_
private

Definition at line 101 of file upperboundengine.cpp.

◆ cashFlowsGenerated_

std::vector<std::vector<CashFlow> > cashFlowsGenerated_
private

Definition at line 102 of file upperboundengine.cpp.