CFL
Public Member Functions | List of all members

Interface class for a one-dimensional extension of a model. More...

#include <cfl/Extended.hpp>

Public Member Functions

virtual ~IExtend ()
 
virtual IModelnewModel (const PathDependent &rState, const IModel &rModel) const =0
 

Detailed Description

This is the interface class for the extension of the original financial model with path dependent state process.

See also
Extended, PathDependent and IResetValues

Constructor & Destructor Documentation

virtual cfl::IExtend::~IExtend ( )
inlinevirtual

Virtual destructor.

Member Function Documentation

virtual IModel* cfl::IExtend::newModel ( const PathDependent rState,
const IModel rModel 
) const
pure virtual

The function returns the pointer on a free store to the model which extends the original model rModel by adding to it the path dependent process rState as an additional state process.

Parameters
rStateThe path dependent process which is used as an additional state process.
rModelA constant reference to the original model.
Returns
The pointer on a free store to the extended model.

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