Class ParametricExerciseAdapter

Hierarchy

ExerciseStrategy
- ParametricExerciseAdapter

Index

Constructors

constructor

Properties

Methods

Constructors

constructor

new ParametricExerciseAdapter(exercise: MarketModelParametricExercise, parameters: Real[][]): ParametricExerciseAdapter

- Defined in ql/models/marketmodels/callability/parametricexerciseadapter.ts:12
Parameters
- exercise: MarketModelParametricExercise
- parameters: Real[][]
Returns ParametricExerciseAdapter

Properties

Private _currentExercise

_currentExercise: Size

Private _currentStep

_currentStep: Size

Private _exercise

_exercise: MarketModelParametricExercise

Private _exerciseTimes

_exerciseTimes: Time[]

Private _isExerciseTime

_isExerciseTime: boolean[]

Private _numberOfVariables

_numberOfVariables: Size[]

Private _parameters

_parameters: Real[][]

Private _variables

_variables: Real[]

Methods

clone

clone(): ExerciseStrategy

Overrides ExerciseStrategy.clone
- Defined in ql/models/marketmodels/callability/parametricexerciseadapter.ts:60
Returns ExerciseStrategy

exercise

exercise(currentState: CurveState): boolean

Overrides ExerciseStrategy.exercise
- Defined in ql/models/marketmodels/callability/parametricexerciseadapter.ts:51
Parameters
- currentState: CurveState
Returns boolean

exerciseTimes

exerciseTimes(): Time[]

Overrides ExerciseStrategy.exerciseTimes
- Defined in ql/models/marketmodels/callability/parametricexerciseadapter.ts:30
Returns Time[]

nextStep

nextStep(currentState: CurveState): void

Overrides ExerciseStrategy.nextStep
- Defined in ql/models/marketmodels/callability/parametricexerciseadapter.ts:43
Parameters
- currentState: CurveState
Returns void

relevantTimes

relevantTimes(): Time[]

Overrides ExerciseStrategy.relevantTimes
- Defined in ql/models/marketmodels/callability/parametricexerciseadapter.ts:34
Returns Time[]

reset

reset(): void

Overrides ExerciseStrategy.reset
- Defined in ql/models/marketmodels/callability/parametricexerciseadapter.ts:38
Returns void