#include <adaptedpathpayoff.hpp>
Inheritance diagram for AdaptedPathPayoff:
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Classes | |
| class | ValuationData |
Public Member Functions | |
| void | value (const Matrix &path, const std::vector< Handle< YieldTermStructure > > &forwardTermStructures, Array &payments, Array &exercises, std::vector< Array > &states) const override |
| Public Member Functions inherited from PathPayoff | |
| virtual | ~PathPayoff ()=default |
| virtual std::string | name () const =0 |
| virtual std::string | description () const =0 |
| virtual Size | basisSystemDimension () const =0 |
| virtual void | accept (AcyclicVisitor &) |
Protected Member Functions | |
| virtual void | operator() (ValuationData &data) const =0 |
Detailed Description
Definition at line 31 of file adaptedpathpayoff.hpp.
Member Function Documentation
◆ value()
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overridevirtual |
Implements PathPayoff.
Definition at line 87 of file adaptedpathpayoff.cpp.
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◆ operator()()
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protectedpure virtual |
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