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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 <fdmamericanstepcondition.hpp>
Inheritance diagram for FdmAmericanStepCondition:
Collaboration diagram for FdmAmericanStepCondition:Public Member Functions | |
| FdmAmericanStepCondition (ext::shared_ptr< FdmMesher > mesher, ext::shared_ptr< FdmInnerValueCalculator > calculator) | |
| void | applyTo (Array &a, Time) const override |
Public Member Functions inherited from StepCondition< Array > | |
| virtual | ~StepCondition ()=default |
| virtual void | applyTo (Array &a, Time t) const=0 |
Private Attributes | |
| const ext::shared_ptr< FdmMesher > | mesher_ |
| const ext::shared_ptr< FdmInnerValueCalculator > | calculator_ |
Definition at line 35 of file fdmamericanstepcondition.hpp.
| FdmAmericanStepCondition | ( | ext::shared_ptr< FdmMesher > | mesher, |
| ext::shared_ptr< FdmInnerValueCalculator > | calculator | ||
| ) |
Definition at line 28 of file fdmamericanstepcondition.cpp.
Implements StepCondition< Array >.
Definition at line 32 of file fdmamericanstepcondition.cpp.
Here is the call graph for this function:
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Definition at line 43 of file fdmamericanstepcondition.hpp.
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Definition at line 44 of file fdmamericanstepcondition.hpp.