3 #ifndef __cflExtended_hpp__ 4 #define __cflExtended_hpp__ 58 const IModel & rModel)
const = 0;
87 void assign(
const IModel & rModel);
105 unsigned numberOfStates()
const;
110 unsigned numberOfNodes(
unsigned iEventTime,
121 Slice state(
unsigned iEventTime,
unsigned iState)
const;
126 void addDependence(
Slice & rSlice,
148 const IModel * ptrToModel()
const;
196 #include "cfl/Inline/iExtended.hpp" 197 #endif // of __cflExtended_hpp__
virtual ~IExtend()
Definition: Extended.hpp:46
Interface class for financial models.
Definition: Model.hpp:31
MultiFunction interpolate(const Slice &rSlice)
Path dependent processes as additional state processes.
Representation of random payoffs in the library.
Definition: Slice.hpp:40
Interface class for a one-dimensional extension of a model.
Definition: Extended.hpp:40
Standard concrete class for path dependent functions.
Definition: PathDependent.hpp:64
Main namespace for cfl library.
Definition: Approx.hpp:22
virtual IModel * newModel(const PathDependent &rState, const IModel &rModel) const =0
Extended model(const std::vector< double > &rQuality)
Concrete class for the "extended" financial models.
Definition: Extended.hpp:68
Standard concrete class for multi-dimensional function object.
Definition: MultiFunction.hpp:79
Slice indicator(const Slice &rSlice, double dBarrier)
Slice rollback(const Slice &rSlice, unsigned iEventTime)
Standard concrete class for numerical approximation.
Definition: Approx.hpp:85