CFL
Public Member Functions | List of all members

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
 

Detailed Description

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.

See also
IResetValues

Constructor & Destructor Documentation

cfl::PathDependent::PathDependent ( IResetValues pNewP,
const std::vector< unsigned > &  rTimeIndexes,
double  dOrigin,
double  dInterval = 0. 
)

The constructor.

Parameters
pNewPA dynamically allocated implementation of the interface class IResetValues.
rTimeIndexesA constant reference to the vector of indexes of reset times.
dOriginThe center of the interval of initial values of path dependent process.
dIntervalThe width of the interval of initial values of path dependent process. The default (usual) value for this argument is 0.

Member Function Documentation

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.

Returns
The width of the interval of initial values of path-dependent process.
double cfl::PathDependent::origin ( ) const

Accessor function to the center of the interval of initial values of the path-dependent process.

Returns
The center of the interval of initial values of 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.

Parameters
iEventTimeThe index of the reset time in the vector of all event times of the model.
dBeforeResetThe value of the path dependent process immediately before the given reset time.
Returns
The values of the path-dependent state process at the event time with index iEventTime under the condition that the value of the process immediately before the event time equals dBeforeReset.
const std::vector<unsigned>& cfl::PathDependent::timeIndexes ( ) const

Accessor function to the vector of indexes of reset times for path dependent process.

Returns
The vector of indexes of reset times for path dependent process.

The documentation for this class was generated from the following file: