Class ExerciseStrategy

Hierarchy

ExerciseStrategy

Index

Methods

Methods

clone

clone(): ExerciseStrategy

- Defined in ql/methods/montecarlo/exercisestrategy.ts:25
Returns ExerciseStrategy

exercise

exercise(currentState: CurveState): boolean

- Defined in ql/methods/montecarlo/exercisestrategy.ts:19
Parameters
- currentState: CurveState
Returns boolean

exerciseTimes

exerciseTimes(): Time[]

- Defined in ql/methods/montecarlo/exercisestrategy.ts:10
Returns Time[]

nextStep

nextStep(currentState: CurveState): void

- Defined in ql/methods/montecarlo/exercisestrategy.ts:22
Parameters
- currentState: CurveState
Returns void

relevantTimes

relevantTimes(): Time[]

- Defined in ql/methods/montecarlo/exercisestrategy.ts:13
Returns Time[]

reset

reset(): void

- Defined in ql/methods/montecarlo/exercisestrategy.ts:16
Returns void