#include <ql/methods/finitedifferences/stepconditions/fdmsimpleswingcondition.hpp>
Inheritance diagram for FdmSimpleSwingCondition:
Collaboration diagram for FdmSimpleSwingCondition:
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_ |
Detailed Description
Definition at line 33 of file fdmsimpleswingcondition.hpp.
Constructor & Destructor Documentation
◆ FdmSimpleSwingCondition()
| FdmSimpleSwingCondition | ( | std::vector< Time > | exerciseTimes, |
| ext::shared_ptr< FdmMesher > | mesher, | ||
| ext::shared_ptr< FdmInnerValueCalculator > | calculator, | ||
| Size | swingDirection, | ||
| Size | minExercises = 0 |
||
| ) |
Definition at line 26 of file fdmsimpleswingcondition.cpp.
Member Function Documentation
◆ applyTo()
Implements StepCondition< Array >.
Definition at line 36 of file fdmsimpleswingcondition.cpp.
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Member Data Documentation
◆ exerciseTimes_
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private |
Definition at line 44 of file fdmsimpleswingcondition.hpp.
◆ mesher_
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private |
Definition at line 45 of file fdmsimpleswingcondition.hpp.
◆ calculator_
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private |
Definition at line 46 of file fdmsimpleswingcondition.hpp.
◆ minExercises_
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private |
Definition at line 47 of file fdmsimpleswingcondition.hpp.
◆ swingDirection_
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private |
Definition at line 48 of file fdmsimpleswingcondition.hpp.