3 #ifndef __cflSlice_hpp__ 4 #define __cflSlice_hpp__ 52 explicit Slice(
const IModel * pModel = 0,
unsigned iEventTime = 0,
double dValue = 0);
238 unsigned m_iEventTime;
528 #include "cfl/Inline/iSlice.hpp" 529 #endif // of__cflSlice_hpp__ Function operator-(const Function &rF)
Slice & operator-=(double dValue)
Function max(const Function &rF, const Function &rG)
Function pow(const Function &rF, double dV)
void assign(const IModel &rModel, unsigned iEventTime, const std::vector< unsigned > &rDependence, const std::valarray< double > &rValues)
Slice & operator+=(double dValue)
Slice & operator*=(double dValue)
Exceptions in cfl library.
const std::valarray< double > & values() const
Slice apply(double(*f)(double)) const
double atOrigin(const Slice &rSlice)
void rollback(unsigned iEventTime)
Interface class for financial models.
Definition: Model.hpp:31
MultiFunction interpolate(const Slice &rSlice)
const std::vector< unsigned > & dependence() const
Representation of random payoffs in the library.
Definition: Slice.hpp:40
Function log(const Function &rF)
unsigned timeIndex() const
Function exp(const Function &rF)
Function abs(const Function &rF)
Function operator/(const Function &rF, const Function &rG)
Function operator*(const Function &rF, const Function &rG)
Interface class for financial models.
Function min(const Function &rF, const Function &rG)
Slice(const IModel *pModel=0, unsigned iEventTime=0, double dValue=0)
Slice & operator=(const Slice &rSlice)
Slice & operator/=(double dValue)
Main namespace for cfl library.
Definition: Approx.hpp:22
const IModel * ptrToModel() const
Standard concrete class for multi-dimensional function object.
Definition: MultiFunction.hpp:79
Slice indicator(const Slice &rSlice, double dBarrier)
Function sqrt(const Function &rF)
Function operator+(const Function &rF, const Function &rG)