QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <fdmsimpleswingcondition.hpp>
Public Member Functions | |
FdmSimpleSwingCondition (std::vector< Time > exerciseTimes, ext::shared_ptr< FdmMesher > mesher, ext::shared_ptr< FdmInnerValueCalculator > calculator, Size swingDirection, Size minExercises=0) | |
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 Size | minExercises_ |
const Size | swingDirection_ |
Definition at line 33 of file fdmsimpleswingcondition.hpp.
FdmSimpleSwingCondition | ( | std::vector< Time > | exerciseTimes, |
ext::shared_ptr< FdmMesher > | mesher, | ||
ext::shared_ptr< FdmInnerValueCalculator > | calculator, | ||
Size | swingDirection, | ||
Size | minExercises = 0 |
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) |
Definition at line 26 of file fdmsimpleswingcondition.cpp.
Implements StepCondition< Array >.
Definition at line 36 of file fdmsimpleswingcondition.cpp.
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private |
Definition at line 44 of file fdmsimpleswingcondition.hpp.
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Definition at line 45 of file fdmsimpleswingcondition.hpp.
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private |
Definition at line 46 of file fdmsimpleswingcondition.hpp.
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Definition at line 47 of file fdmsimpleswingcondition.hpp.
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private |
Definition at line 48 of file fdmsimpleswingcondition.hpp.