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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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#include <fdminnervaluecalculator.hpp>
Inheritance diagram for FdmZeroInnerValue:
Collaboration diagram for FdmZeroInnerValue:Public Member Functions | |
| Real | innerValue (const FdmLinearOpIterator &, Time) override |
| Real | avgInnerValue (const FdmLinearOpIterator &, Time) override |
Public Member Functions inherited from FdmInnerValueCalculator | |
| virtual | ~FdmInnerValueCalculator ()=default |
| virtual Real | innerValue (const FdmLinearOpIterator &iter, Time t)=0 |
| virtual Real | avgInnerValue (const FdmLinearOpIterator &iter, Time t)=0 |
Definition at line 93 of file fdminnervaluecalculator.hpp.
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overridevirtual |
Implements FdmInnerValueCalculator.
Definition at line 95 of file fdminnervaluecalculator.hpp.
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overridevirtual |
Implements FdmInnerValueCalculator.
Definition at line 96 of file fdminnervaluecalculator.hpp.