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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 <fdmsnapshotcondition.hpp>
Inheritance diagram for FdmSnapshotCondition:
Collaboration diagram for FdmSnapshotCondition:Public Member Functions | |
| FdmSnapshotCondition (Time t) | |
| void | applyTo (Array &a, Time t) const override |
| Time | getTime () const |
| const Array & | getValues () const |
Public Member Functions inherited from StepCondition< Array > | |
| virtual | ~StepCondition ()=default |
| virtual void | applyTo (Array &a, Time t) const=0 |
Private Attributes | |
| const Time | t_ |
| Array | values_ |
Definition at line 33 of file fdmsnapshotcondition.hpp.
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explicit |
Definition at line 26 of file fdmsnapshotcondition.cpp.
Implements StepCondition< Array >.
Definition at line 31 of file fdmsnapshotcondition.cpp.
| Time getTime | ( | ) | const |
Definition at line 37 of file fdmsnapshotcondition.cpp.
| const Array & getValues | ( | ) | const |
Definition at line 42 of file fdmsnapshotcondition.cpp.
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private |
Definition at line 42 of file fdmsnapshotcondition.hpp.
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mutableprivate |
Definition at line 43 of file fdmsnapshotcondition.hpp.