3 #ifndef __cflAssetModel_hpp__ 4 #define __cflAssetModel_hpp__ 60 virtual Slice discount(
unsigned iEventTime,
double dBondMaturity)
const = 0;
69 virtual Slice forward(
unsigned iEventTime,
double dForwardMaturity)
const = 0;
118 double initialTime()
const;
123 Slice state(
unsigned iEventTime,
unsigned iState)
const;
128 Slice cash(
unsigned iEventTime,
double dAmount)
const;
133 Slice discount(
unsigned iEventTime,
double dBondMaturity)
const;
138 Slice forward(
unsigned iEventTime,
double dForwardMaturity)
const;
145 Slice spot(
unsigned iEventTime)
const;
154 #include "cfl/Inline/iAssetModel.hpp" 155 #endif // of __cflAssetModel_hpp__ Interface class for a single asset model.
Definition: AssetModel.hpp:40
virtual Slice discount(unsigned iEventTime, double dBondMaturity) const =0
virtual Slice forward(unsigned iEventTime, double dForwardMaturity) const =0
Interface class for financial models.
Definition: Model.hpp:31
virtual ~IAssetModel()
Definition: AssetModel.hpp:46
Representation of random payoffs in the library.
Definition: Slice.hpp:40
virtual const std::vector< double > & eventTimes() const =0
Standard concrete class for path dependent functions.
Definition: PathDependent.hpp:64
Main namespace for cfl library.
Definition: Approx.hpp:22
Concrete class for the "extended" financial models.
Definition: Extended.hpp:68
virtual IAssetModel * newModel(const std::vector< double > &rEventTimes) const =0
virtual unsigned numberOfStates() const =0
virtual Slice state(unsigned iEventTime, unsigned iState) const =0
Extension of models by path dependent state processes.
Concrete class for financial models with a single asset.
Definition: AssetModel.hpp:77