upperboundengine.cpp File Reference

#include <ql/models/marketmodels/accountingengine.hpp>
#include <ql/models/marketmodels/callability/exercisevalue.hpp>
#include <ql/models/marketmodels/callability/upperboundengine.hpp>
#include <ql/models/marketmodels/curvestate.hpp>
#include <ql/models/marketmodels/discounter.hpp>
#include <ql/models/marketmodels/evolver.hpp>
#include <ql/models/marketmodels/multiproduct.hpp>
#include <ql/models/marketmodels/products/multistep/callspecifiedmultiproduct.hpp>
#include <ql/models/marketmodels/products/multistep/exerciseadapter.hpp>
#include <ql/models/marketmodels/utilities.hpp>
#include <algorithm>
#include <utility>

Go to the source code of this file.

Namespaces
namespace	QuantLib

Variable Documentation

savedStates_

std::vector<Clone<CurveState> > savedStates_

private

Definition at line 98 of file upperboundengine.cpp.

lastSavedStep_

Size lastSavedStep_

private

Definition at line 99 of file upperboundengine.cpp.

recording_

bool recording_

private

Definition at line 100 of file upperboundengine.cpp.

numberCashFlowsThisStep_

std::vector<Size> numberCashFlowsThisStep_

private

Definition at line 101 of file upperboundengine.cpp.

cashFlowsGenerated_

std::vector<std::vector<CashFlow> > cashFlowsGenerated_

private

Definition at line 102 of file upperboundengine.cpp.