#include <multistepnothing.hpp>
Inheritance diagram for MultiStepNothing:
Collaboration diagram for MultiStepNothing:
Public Member Functions | |
| MultiStepNothing (const EvolutionDescription &evolution, Size numberOfProducts=1, Size doneIndex=0) | |
| Public Member Functions inherited from MultiProductMultiStep | |
| MultiProductMultiStep (std::vector< Time > rateTimes) | |
| std::vector< Size > | suggestedNumeraires () const override |
| const EvolutionDescription & | evolution () const override |
| Public Member Functions inherited from MarketModelMultiProduct | |
| virtual | ~MarketModelMultiProduct ()=default |
| virtual std::vector< Size > | suggestedNumeraires () const =0 |
| virtual const EvolutionDescription & | evolution () const =0 |
| virtual std::vector< Time > | possibleCashFlowTimes () const =0 |
| virtual Size | numberOfProducts () const =0 |
| virtual Size | maxNumberOfCashFlowsPerProductPerStep () const =0 |
| virtual void | reset ()=0 |
| during simulation put product at start of path More... | |
| virtual bool | nextTimeStep (const CurveState ¤tState, std::vector< Size > &numberCashFlowsThisStep, std::vector< std::vector< CashFlow > > &cashFlowsGenerated)=0 |
| return value indicates whether path is finished, TRUE means done More... | |
| virtual std::unique_ptr< MarketModelMultiProduct > | clone () const =0 |
| returns a newly-allocated copy of itself More... | |
MarketModelMultiProduct interface | |
| Size | numberOfProducts_ |
| Size | doneIndex_ |
| Size | currentIndex_ |
| std::vector< Time > | possibleCashFlowTimes () const override |
| Size | numberOfProducts () const override |
| Size | maxNumberOfCashFlowsPerProductPerStep () const override |
| void | reset () override |
| during simulation put product at start of path More... | |
| bool | nextTimeStep (const CurveState &, std::vector< Size > &, std::vector< std::vector< CashFlow > > &) override |
| return value indicates whether path is finished, TRUE means done More... | |
| std::unique_ptr< MarketModelMultiProduct > | clone () const override |
| returns a newly-allocated copy of itself More... | |
Additional Inherited Members | |
| Protected Attributes inherited from MultiProductMultiStep | |
| std::vector< Time > | rateTimes_ |
| EvolutionDescription | evolution_ |
Detailed Description
- Examples
- MarketModels.cpp.
Definition at line 28 of file multistepnothing.hpp.
Constructor & Destructor Documentation
◆ MultiStepNothing()
| MultiStepNothing | ( | const EvolutionDescription & | evolution, |
| Size | numberOfProducts = 1, |
||
| Size | doneIndex = 0 |
||
| ) |
Definition at line 24 of file multistepnothing.cpp.
Member Function Documentation
◆ possibleCashFlowTimes()
|
overridevirtual |
Implements MarketModelMultiProduct.
Definition at line 53 of file multistepnothing.hpp.
◆ numberOfProducts()
|
overridevirtual |
Implements MarketModelMultiProduct.
Definition at line 57 of file multistepnothing.hpp.
◆ maxNumberOfCashFlowsPerProductPerStep()
|
overridevirtual |
Implements MarketModelMultiProduct.
Definition at line 62 of file multistepnothing.hpp.
◆ reset()
|
overridevirtual |
during simulation put product at start of path
Implements MarketModelMultiProduct.
Definition at line 66 of file multistepnothing.hpp.
◆ nextTimeStep()
|
overridevirtual |
return value indicates whether path is finished, TRUE means done
Implements MarketModelMultiProduct.
Definition at line 30 of file multistepnothing.cpp.
◆ clone()
|
overridevirtual |
returns a newly-allocated copy of itself
Implements MarketModelMultiProduct.
Definition at line 42 of file multistepnothing.cpp.
Member Data Documentation
◆ numberOfProducts_
|
private |
Definition at line 45 of file multistepnothing.hpp.
◆ doneIndex_
|
private |
Definition at line 45 of file multistepnothing.hpp.
◆ currentIndex_
|
private |
Definition at line 47 of file multistepnothing.hpp.