QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
Public Member Functions | Protected Member Functions | Protected Attributes | List of all members
CurveDependentStepCondition< array_type > Class Template Reference

#include <ql/methods/finitedifferences/stepcondition.hpp>

+ Inheritance diagram for CurveDependentStepCondition< array_type >:

Public Member Functions

void applyTo (Array &a, Time) const
 
- Public Member Functions inherited from StepCondition< array_type >
virtual void applyTo (array_type &a, Time t) const =0
 

Protected Member Functions

 CurveDependentStepCondition (Option::Type type, Real strike)
 
 CurveDependentStepCondition (const Payoff *p)
 
 CurveDependentStepCondition (const array_type &a)
 
Real getValue (const array_type &a, Size index) const
 
virtual Real applyToValue (Real, Real) const
 

Protected Attributes

ext::shared_ptr< CurveWrapper > curveItem_
 

Detailed Description

template<class array_type>
class QuantLib::CurveDependentStepCondition< array_type >

Abstract base class which allows step conditions to use both payoff and array functions.

Deprecated:
Inherit from StepCondition directly instead. Deprecated in version 1.19.