3 #ifndef __cflModel_hpp__ 4 #define __cflModel_hpp__ 72 virtual Slice state(
unsigned iEventTime,
unsigned iState)
const = 0;
105 virtual void rollback(
Slice & rSlice,
unsigned iEventTime)
const = 0;
116 virtual void indicator(
Slice & rSlice,
double dBarrier)
const = 0;
131 #endif // of __cflModel_hpp__
Interface class for financial models.
Definition: Model.hpp:31
virtual void addDependence(Slice &rSlice, const std::vector< unsigned > &rStates) const =0
virtual void indicator(Slice &rSlice, double dBarrier) const =0
virtual unsigned numberOfNodes(unsigned iEventTime, const std::vector< unsigned > &rStates) const =0
Representation of random payoffs in the library.
Definition: Slice.hpp:40
virtual const std::vector< double > & eventTimes() const =0
virtual std::valarray< double > origin() const =0
Multi-dimensional function object.
Main namespace for cfl library.
Definition: Approx.hpp:22
Standard concrete class for multi-dimensional function object.
Definition: MultiFunction.hpp:79
virtual unsigned numberOfStates() const =0
virtual Slice state(unsigned iEventTime, unsigned iState) const =0
virtual ~IModel()
Definition: Model.hpp:37
virtual void rollback(Slice &rSlice, unsigned iEventTime) const =0
virtual MultiFunction interpolate(const Slice &rSlice) const =0