Interface class for a one-dimensional extension of a model.
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#include <cfl/Extended.hpp>
This is the interface class for the extension of the original financial model with path dependent state process.
- See also
- Extended, PathDependent and IResetValues
virtual cfl::IExtend::~IExtend |
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inlinevirtual |
The function returns the pointer on a free store to the model which extends the original model rModel by adding to it the path dependent process rState as an additional state process.
- Parameters
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rState | The path dependent process which is used as an additional state process. |
rModel | A constant reference to the original model. |
- Returns
- The pointer on a free store to the extended model.
The documentation for this class was generated from the following file: