QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Member Functions | Private Attributes | List of all members
FdmSimpleSwingCondition Class Reference

#include <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< TimeexerciseTimes_
 
const ext::shared_ptr< FdmMeshermesher_
 
const ext::shared_ptr< FdmInnerValueCalculatorcalculator_
 
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()

void applyTo ( Array a,
Time  t 
) const
overridevirtual

Implements StepCondition< Array >.

Definition at line 36 of file fdmsimpleswingcondition.cpp.

+ Here is the call graph for this function:

Member Data Documentation

◆ exerciseTimes_

const std::vector<Time> exerciseTimes_
private

Definition at line 44 of file fdmsimpleswingcondition.hpp.

◆ mesher_

const ext::shared_ptr<FdmMesher> mesher_
private

Definition at line 45 of file fdmsimpleswingcondition.hpp.

◆ calculator_

const ext::shared_ptr<FdmInnerValueCalculator> calculator_
private

Definition at line 46 of file fdmsimpleswingcondition.hpp.

◆ minExercises_

const Size minExercises_
private

Definition at line 47 of file fdmsimpleswingcondition.hpp.

◆ swingDirection_

const Size swingDirection_
private

Definition at line 48 of file fdmsimpleswingcondition.hpp.