3 #ifndef __cflPathDependent_hpp__ 4 #define __cflPathDependent_hpp__ 53 virtual Slice resetValues(
unsigned iEventTime,
double dBeforeReset)
const = 0;
77 double dInterval = 0.);
93 double origin()
const;
100 double interval()
const;
104 double m_dOrigin, m_dInterval;
109 #include "cfl/Inline/iPathDependent.hpp" 110 #endif // of __cflPathDependent_hpp__ virtual Slice resetValues(unsigned iEventTime, double dBeforeReset) const =0
Approximation of one-dimensional functions.
Interface class for a path dependent process.
Definition: PathDependent.hpp:31
Representation of random payoffs in the library.
Definition: Slice.hpp:40
virtual ~IResetValues()
Definition: PathDependent.hpp:37
Standard concrete class for path dependent functions.
Definition: PathDependent.hpp:64
Main namespace for cfl library.
Definition: Approx.hpp:22
Random payoffs in cfl library.