QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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fdmsnapshotcondition.cpp
1/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2
3/*
4 Copyright (C) 2008 Andreas Gaida
5 Copyright (C) 2008 Ralph Schreyer
6 Copyright (C) 2008 Klaus Spanderen
7
8 This file is part of QuantLib, a free-software/open-source library
9 for financial quantitative analysts and developers - http://quantlib.org/
10
11 QuantLib is free software: you can redistribute it and/or modify it
12 under the terms of the QuantLib license. You should have received a
13 copy of the license along with this program; if not, please email
14 <quantlib-dev@lists.sf.net>. The license is also available online at
15 <http://quantlib.org/license.shtml>.
16
17 This program is distributed in the hope that it will be useful, but WITHOUT
18 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
19 FOR A PARTICULAR PURPOSE. See the license for more details.
20*/
21
22#include <ql/methods/finitedifferences/stepconditions/fdmsnapshotcondition.hpp>
23
24namespace QuantLib {
25
27 : t_(t) {
28 }
29
30
32 if (t == t_)
33 values_ = a;
34 }
35
36
38 return t_;
39 }
40
41
43 return values_;
44 }
45
46}
1-D array used in linear algebra.
Definition: array.hpp:52
void applyTo(Array &a, Time t) const override
Real Time
continuous quantity with 1-year units
Definition: types.hpp:62
Definition: any.hpp:35