CFL
Functions

Implementations of "expandable" financial models. More...

Functions

Extended model (const std::vector< Approx > &rApprox)
 
Extended model (const Approx &rApprox)
 
Extended model (double dQuality)
 
Extended model (const std::vector< double > &rQuality)
 

Detailed Description

This namespace contains implementations of "expandable" financial models. These models can be extended by additional state processes.

Function Documentation

Extended cfl::NExtended::model ( const std::vector< Approx > &  rApprox)

Implements the extended model by using supplied methods of numerical approximation.

Parameters
rApproxThe vector of implementations for numerical approximation.
Returns
Implementation of class Extended.
Extended cfl::NExtended::model ( const Approx rApprox)

Implements the extended model by using the supplied method of numerical approximation.

Parameters
rApproxA method of numerical approximation.
Returns
Implementation of class Extended.
Extended cfl::NExtended::model ( double  dQuality)

Implements the extended model by using the default method of numerical approximation.

Parameters
dQualityThe quality of the default method of numerical approximation.
Returns
Implementation of class Extended.
Extended cfl::NExtended::model ( const std::vector< double > &  rQuality)

Implements the extended model by using the default methods of numerical approximation.

Parameters
rQualityThe qualities of the default methods for numerical approximation.
Returns
Implementation of class Extended.