ExerciseStrategy< State > Class Template Reference

#include <ql/methods/montecarlo/exercisestrategy.hpp>

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Collaboration diagram for ExerciseStrategy< State >:

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 &currentState) const =0
virtual void	nextStep (const State &currentState)=0
virtual std::unique_ptr< ExerciseStrategy< State > >	clone () const =0

Detailed Description

template<class State>
class QuantLib::ExerciseStrategy< State >

Definition at line 31 of file exercisestrategy.hpp.

Constructor & Destructor Documentation

~ExerciseStrategy()

virtual ~ExerciseStrategy ( )

virtualdefault

Member Function Documentation

exerciseTimes()

virtual std::vector< Time > exerciseTimes ( ) const

pure virtual

Implemented in LongstaffSchwartzExerciseStrategy, ParametricExerciseAdapter, and SwapRateTrigger.

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relevantTimes()

virtual std::vector< Time > relevantTimes ( ) const

pure virtual

Implemented in LongstaffSchwartzExerciseStrategy, ParametricExerciseAdapter, and SwapRateTrigger.

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reset()

virtual void reset ( )

pure virtual

Implemented in LongstaffSchwartzExerciseStrategy, ParametricExerciseAdapter, and SwapRateTrigger.

exercise()

virtual bool exercise ( const State &  currentState ) const

pure virtual

Implemented in LongstaffSchwartzExerciseStrategy, ParametricExerciseAdapter, and SwapRateTrigger.

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nextStep()

virtual void nextStep ( const State &  currentState )

pure virtual

Implemented in LongstaffSchwartzExerciseStrategy, ParametricExerciseAdapter, and SwapRateTrigger.

clone()

virtual std::unique_ptr< ExerciseStrategy< State > > clone ( ) const

pure virtual

Implemented in LongstaffSchwartzExerciseStrategy, ParametricExerciseAdapter, and SwapRateTrigger.