24#ifndef quantlib_fdm_simple_swing_condition_hpp
25#define quantlib_fdm_simple_swing_condition_hpp
27#include <ql/methods/finitedifferences/stepcondition.hpp>
28#include <ql/methods/finitedifferences/meshers/fdmmesher.hpp>
29#include <ql/methods/finitedifferences/utilities/fdminnervaluecalculator.hpp>
36 ext::shared_ptr<FdmMesher> mesher,
37 ext::shared_ptr<FdmInnerValueCalculator> calculator,
39 Size minExercises = 0);
1-D array used in linear algebra.
const Size swingDirection_
const std::vector< Time > exerciseTimes_
const ext::shared_ptr< FdmMesher > mesher_
const ext::shared_ptr< FdmInnerValueCalculator > calculator_
void applyTo(Array &a, Time t) const override
condition to be applied at every time step
Real Time
continuous quantity with 1-year units
std::size_t Size
size of a container