QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <nothingexercisevalue.hpp>
Public Member Functions | |
NothingExerciseValue (const std::vector< Time > &rateTimes, std::valarray< bool > isExerciseTime=std::valarray< bool >()) | |
Size | numberOfExercises () const override |
const EvolutionDescription & | evolution () const override |
std::vector< Time > | possibleCashFlowTimes () const override |
void | nextStep (const CurveState &) override |
void | reset () override |
std::valarray< bool > | isExerciseTime () const override |
MarketModelMultiProduct::CashFlow | value (const CurveState &) const override |
std::unique_ptr< MarketModelExerciseValue > | clone () const override |
Public Member Functions inherited from MarketModelExerciseValue | |
virtual | ~MarketModelExerciseValue ()=default |
virtual Size | numberOfExercises () const =0 |
virtual const EvolutionDescription & | evolution () const =0 |
virtual std::vector< Time > | possibleCashFlowTimes () const =0 |
virtual void | nextStep (const CurveState &)=0 |
virtual void | reset ()=0 |
virtual std::valarray< bool > | isExerciseTime () const =0 |
virtual MarketModelMultiProduct::CashFlow | value (const CurveState &) const =0 |
virtual std::unique_ptr< MarketModelExerciseValue > | clone () const =0 |
Private Attributes | |
Size | numberOfExercises_ |
std::vector< Time > | rateTimes_ |
std::valarray< bool > | isExerciseTime_ |
EvolutionDescription | evolution_ |
Size | currentIndex_ = 0 |
MarketModelMultiProduct::CashFlow | cf_ |
Definition at line 28 of file nothingexercisevalue.hpp.
NothingExerciseValue | ( | const std::vector< Time > & | rateTimes, |
std::valarray< bool > | isExerciseTime = std::valarray<bool>() |
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overridevirtual |
Implements MarketModelExerciseValue.
Definition at line 56 of file nothingexercisevalue.cpp.
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overridevirtual |
Implements MarketModelExerciseValue.
Definition at line 60 of file nothingexercisevalue.cpp.
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overridevirtual |
Implements MarketModelExerciseValue.
Definition at line 64 of file nothingexercisevalue.cpp.
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overridevirtual |
Implements MarketModelExerciseValue.
Definition at line 72 of file nothingexercisevalue.cpp.
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overridevirtual |
Implements MarketModelExerciseValue.
Definition at line 68 of file nothingexercisevalue.cpp.
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overridevirtual |
Implements MarketModelExerciseValue.
Definition at line 78 of file nothingexercisevalue.cpp.
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overridevirtual |
Implements MarketModelExerciseValue.
Definition at line 83 of file nothingexercisevalue.cpp.
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overridevirtual |
Implements MarketModelExerciseValue.
Definition at line 88 of file nothingexercisevalue.cpp.
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private |
Definition at line 44 of file nothingexercisevalue.hpp.
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private |
Definition at line 45 of file nothingexercisevalue.hpp.
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private |
Definition at line 46 of file nothingexercisevalue.hpp.
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private |
Definition at line 47 of file nothingexercisevalue.hpp.
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private |
Definition at line 49 of file nothingexercisevalue.hpp.
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private |
Definition at line 50 of file nothingexercisevalue.hpp.