ParametricExerciseAdapter Class Reference

#include <parametricexerciseadapter.hpp>

Inheritance diagram for ParametricExerciseAdapter:

Collaboration diagram for ParametricExerciseAdapter:

Public Member Functions
	ParametricExerciseAdapter (const MarketModelParametricExercise &exercise, std::vector< std::vector< Real > > parameters)
std::vector< Time >	exerciseTimes () const override
std::vector< Time >	relevantTimes () const override
void	reset () override
void	nextStep (const CurveState &currentState) override
bool	exercise (const CurveState &currentState) const override
std::unique_ptr< ExerciseStrategy< CurveState > >	clone () const override
Public Member Functions inherited from ExerciseStrategy< CurveState >
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 CurveState &currentState) const=0
virtual void	nextStep (const CurveState &currentState)=0
virtual std::unique_ptr< ExerciseStrategy< CurveState > >	clone () const=0

Private Attributes
Clone< MarketModelParametricExercise >	exercise_
std::vector< std::vector< Real > >	parameters_
std::vector< Time >	exerciseTimes_
Size	currentStep_ = 0
Size	currentExercise_ = 0
std::valarray< bool >	isExerciseTime_
std::vector< Size >	numberOfVariables_
std::vector< Real >	variables_

Detailed Description

Definition at line 33 of file parametricexerciseadapter.hpp.

Constructor & Destructor Documentation

ParametricExerciseAdapter()

ParametricExerciseAdapter	(	const MarketModelParametricExercise &	exercise,
		std::vector< std::vector< Real > >	parameters
	)

Definition at line 27 of file parametricexerciseadapter.cpp.

Member Function Documentation

exerciseTimes()

std::vector< Time > exerciseTimes ( ) const

overridevirtual

Implements ExerciseStrategy< CurveState >.

Definition at line 39 of file parametricexerciseadapter.cpp.

relevantTimes()

std::vector< Time > relevantTimes ( ) const

overridevirtual

Implements ExerciseStrategy< CurveState >.

Definition at line 43 of file parametricexerciseadapter.cpp.

reset()

void reset ( )

overridevirtual

Implements ExerciseStrategy< CurveState >.

Definition at line 47 of file parametricexerciseadapter.cpp.

nextStep()

void nextStep ( const CurveState &  currentState )

overridevirtual

Implements ExerciseStrategy< CurveState >.

Definition at line 52 of file parametricexerciseadapter.cpp.

exercise()

bool exercise ( const CurveState &  currentState ) const

overridevirtual

Implements ExerciseStrategy< CurveState >.

Definition at line 59 of file parametricexerciseadapter.cpp.

clone()

std::unique_ptr< ExerciseStrategy< CurveState > > clone ( ) const

overridevirtual

Implements ExerciseStrategy< CurveState >.

Definition at line 67 of file parametricexerciseadapter.cpp.

Member Data Documentation

exercise_

Clone<MarketModelParametricExercise> exercise_

private

Definition at line 44 of file parametricexerciseadapter.hpp.

parameters_

std::vector<std::vector<Real> > parameters_

private

Definition at line 45 of file parametricexerciseadapter.hpp.

exerciseTimes_

std::vector<Time> exerciseTimes_

private

Definition at line 46 of file parametricexerciseadapter.hpp.

currentStep_

Size currentStep_ = 0

private

Definition at line 47 of file parametricexerciseadapter.hpp.

currentExercise_

Size currentExercise_ = 0

private

Definition at line 47 of file parametricexerciseadapter.hpp.

isExerciseTime_

std::valarray<bool> isExerciseTime_

private

Definition at line 48 of file parametricexerciseadapter.hpp.

numberOfVariables_

std::vector<Size> numberOfVariables_

private

Definition at line 49 of file parametricexerciseadapter.hpp.

variables_

std::vector<Real> variables_

mutableprivate

Definition at line 50 of file parametricexerciseadapter.hpp.