24#ifndef quantlib_adapted_path_payoff_hpp
25#define quantlib_adapted_path_payoff_hpp
57 std::vector<Array> & states);
73 std::vector<Array>& states)
const override;
Size numberOfTimes() const
std::vector< Array > & states_
void setExerciseData(Size time, Real exercise, Array &state)
const Handle< YieldTermStructure > & getYieldTermStructure(Size time)
const std::vector< Handle< YieldTermStructure > > & forwardTermStructures_
void setPayoffValue(Size time, Real value)
Real getAssetValue(Size time, Size asset)
Size numberOfAssets() const
virtual void operator()(ValuationData &data) const =0
void value(const Matrix &path, const std::vector< Handle< YieldTermStructure > > &forwardTermStructures, Array &payments, Array &exercises, std::vector< Array > &states) const override
1-D array used in linear algebra.
Shared handle to an observable.
Matrix used in linear algebra.
Abstract base class for path-dependent option payoffs.
std::size_t Size
size of a container