FdmBermudanStepCondition Class Reference

#include <fdmbermudanstepcondition.hpp>

Inheritance diagram for FdmBermudanStepCondition:

Collaboration diagram for FdmBermudanStepCondition:

Public Member Functions
	FdmBermudanStepCondition (const std::vector< Date > &exerciseDates, const Date &referenceDate, const DayCounter &dayCounter, ext::shared_ptr< FdmMesher > mesher, ext::shared_ptr< FdmInnerValueCalculator > calculator)
void	applyTo (Array &a, Time t) const override
const std::vector< Time > &	exerciseTimes () const
Public Member Functions inherited from StepCondition< Array >
virtual	~StepCondition ()=default
virtual void	applyTo (Array &a, Time t) const=0

Private Attributes
std::vector< Time >	exerciseTimes_
const ext::shared_ptr< FdmMesher >	mesher_
const ext::shared_ptr< FdmInnerValueCalculator >	calculator_

Detailed Description

Definition at line 35 of file fdmbermudanstepcondition.hpp.

Constructor & Destructor Documentation

FdmBermudanStepCondition()

FdmBermudanStepCondition	(	const std::vector< Date > &	exerciseDates,
		const Date &	referenceDate,
		const DayCounter &	dayCounter,
		ext::shared_ptr< FdmMesher >	mesher,
		ext::shared_ptr< FdmInnerValueCalculator >	calculator
	)

Definition at line 27 of file fdmbermudanstepcondition.cpp.

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Member Function Documentation

applyTo()

void applyTo ( Array &  a, Time  t  ) const

overridevirtual

Implements StepCondition< Array >.

Definition at line 45 of file fdmbermudanstepcondition.cpp.

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exerciseTimes()

const std::vector< Time > & exerciseTimes

(

)

const

Definition at line 41 of file fdmbermudanstepcondition.cpp.

Member Data Documentation

exerciseTimes_

std::vector<Time> exerciseTimes_

private

Definition at line 47 of file fdmbermudanstepcondition.hpp.

mesher_

const ext::shared_ptr<FdmMesher> mesher_

private

Definition at line 48 of file fdmbermudanstepcondition.hpp.

calculator_

const ext::shared_ptr<FdmInnerValueCalculator> calculator_

private

Definition at line 49 of file fdmbermudanstepcondition.hpp.