21#ifndef quantlib_market_model_pathwise_call_specified_hpp
22#define quantlib_market_model_pathwise_call_specified_hpp
53 void reset()
override;
55 std::vector<Size>& numberCashFlowsThisStep,
56 std::vector<std::vector<MarketModelPathwiseMultiProduct::CashFlow> >&
57 cashFlowsGenerated)
override;
59 std::unique_ptr<MarketModelPathwiseMultiProduct>
clone()
const override;
const ExerciseStrategy< CurveState > & strategy() const
std::vector< Size > suggestedNumeraires() const override
Clone< MarketModelPathwiseMultiProduct > underlying_
Clone< MarketModelPathwiseMultiProduct > rebate_
std::vector< std::vector< CashFlow > > dummyCashFlowsGenerated_
bool nextTimeStep(const CurveState ¤tState, std::vector< Size > &numberCashFlowsThisStep, std::vector< std::vector< MarketModelPathwiseMultiProduct::CashFlow > > &cashFlowsGenerated) override
return value indicates whether path is finished, TRUE means done
std::unique_ptr< MarketModelPathwiseMultiProduct > clone() const override
returns a newly-allocated copy of itself
bool alreadyDeflated() const override
std::vector< Time > possibleCashFlowTimes() const override
const MarketModelPathwiseMultiProduct & underlying() const
const EvolutionDescription & evolution() const override
void disableCallability()
Clone< ExerciseStrategy< CurveState > > strategy_
Size maxNumberOfCashFlowsPerProductPerStep() const override
EvolutionDescription evolution_
std::vector< Time > cashFlowTimes_
std::vector< Size > dummyCashFlowsThisStep_
Size numberOfProducts() const override
std::vector< std::valarray< bool > > isPresent_
const MarketModelPathwiseMultiProduct & rebate() const
void reset() override
during simulation put product at start of path
cloning proxy to an underlying object
Curve state for market-model simulations
Market-model evolution description.
market-model pathwise product
cloning proxy to an underlying object
std::size_t Size
size of a container