CFL
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Standard concrete class for path dependent functions. More...
#include <cfl/PathDependent.hpp>
Public Member Functions | |
PathDependent (IResetValues *pNewP, const std::vector< unsigned > &rTimeIndexes, double dOrigin, double dInterval=0.) | |
double | interval () const |
double | origin () const |
Slice | resetValues (unsigned iEventTime, double dBeforeReset) const |
const std::vector< unsigned > & | timeIndexes () const |
This is the standard class for a path dependent functional that could be used as an additional state process. It is implemented by a dynamically allocated object derived from the interface class IResetValues.
cfl::PathDependent::PathDependent | ( | IResetValues * | pNewP, |
const std::vector< unsigned > & | rTimeIndexes, | ||
double | dOrigin, | ||
double | dInterval = 0. |
||
) |
The constructor.
pNewP | A dynamically allocated implementation of the interface class IResetValues. |
rTimeIndexes | A constant reference to the vector of indexes of reset times. |
dOrigin | The center of the interval of initial values of path dependent process. |
dInterval | The width of the interval of initial values of path dependent process. The default (usual) value for this argument is 0. |
double cfl::PathDependent::interval | ( | ) | const |
Accessor function to the width of the interval of initial values for path-dependent state process. Usually, this value is 0.
double cfl::PathDependent::origin | ( | ) | const |
Accessor function to the center of the interval of initial values of the path-dependent process.
Slice cfl::PathDependent::resetValues | ( | unsigned | iEventTime, |
double | dBeforeReset | ||
) | const |
Returns the values of the path-dependent process at the event time with index iEventTime under the condition that the value of the process immediately before the event time equals dBeforeReset.
iEventTime | The index of the reset time in the vector of all event times of the model. |
dBeforeReset | The value of the path dependent process immediately before the given reset time. |
const std::vector<unsigned>& cfl::PathDependent::timeIndexes | ( | ) | const |
Accessor function to the vector of indexes of reset times for path dependent process.