QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <exercisestrategy.hpp>
Public Member Functions | |
virtual | ~ExerciseStrategy ()=default |
virtual std::vector< Time > | exerciseTimes () const =0 |
virtual std::vector< Time > | relevantTimes () const =0 |
virtual void | reset ()=0 |
virtual bool | exercise (const State ¤tState) const =0 |
virtual void | nextStep (const State ¤tState)=0 |
virtual std::unique_ptr< ExerciseStrategy< State > > | clone () const =0 |
Definition at line 31 of file exercisestrategy.hpp.
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virtualdefault |
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pure virtual |
Implemented in LongstaffSchwartzExerciseStrategy, ParametricExerciseAdapter, and SwapRateTrigger.
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pure virtual |
Implemented in LongstaffSchwartzExerciseStrategy, ParametricExerciseAdapter, and SwapRateTrigger.
|
pure virtual |
Implemented in LongstaffSchwartzExerciseStrategy, ParametricExerciseAdapter, and SwapRateTrigger.
|
pure virtual |
Implemented in LongstaffSchwartzExerciseStrategy, ParametricExerciseAdapter, and SwapRateTrigger.
|
pure virtual |
Implemented in LongstaffSchwartzExerciseStrategy, ParametricExerciseAdapter, and SwapRateTrigger.
|
pure virtual |
Implemented in LongstaffSchwartzExerciseStrategy, ParametricExerciseAdapter, and SwapRateTrigger.