QdFpIterationScheme Class Referenceabstract
Iteration scheme for fixed-point QD American engine. More...
#include <ql/pricingengines/vanilla/qdfpamericanengine.hpp>
Inheritance diagram for QdFpIterationScheme:
Public Member Functions | |
| virtual Size | getNumberOfChebyshevInterpolationNodes () const =0 |
| virtual Size | getNumberOfNaiveFixedPointSteps () const =0 |
| virtual Size | getNumberOfJacobiNewtonFixedPointSteps () const =0 |
| virtual ext::shared_ptr< Integrator > | getFixedPointIntegrator () const =0 |
| virtual ext::shared_ptr< Integrator > | getExerciseBoundaryToPriceIntegrator () const =0 |
Detailed Description
Iteration scheme for fixed-point QD American engine.
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