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"ql/models/marketmodels/products/pathwise/pathwiseproductcallspecified"
CallSpecifiedPathwiseMultiProduct
Class CallSpecifiedPathwiseMultiProduct
Hierarchy
MarketModelPathwiseMultiProduct
CallSpecifiedPathwiseMultiProduct
Index
Classes
Cash
Flow
Constructors
constructor
Properties
_callable
_cash
Flow
Times
_current
Index
_dummy
Cash
Flows
Generated
_dummy
Cash
Flows
This
Step
_evolution
_is
Present
_rebate
_rebate
Offset
_strategy
_underlying
_was
Called
Methods
already
Deflated
clone
disable
Callability
enable
Callability
evolution
max
Number
OfCash
Flows
Per
Product
Per
Step
next
Time
Step
number
OfProducts
possible
Cash
Flow
Times
rebate
reset
strategy
suggested
Numeraires
underlying
Constructors
constructor
new
Call
Specified
Pathwise
Multi
Product
(
underlying
:
MarketModelPathwiseMultiProduct
, strategy
:
ExerciseStrategy
, rebate
?:
MarketModelPathwiseMultiProduct
)
:
CallSpecifiedPathwiseMultiProduct
Parameters
underlying:
MarketModelPathwiseMultiProduct
strategy:
ExerciseStrategy
Default value
rebate:
MarketModelPathwiseMultiProduct
= new MarketModelPathwiseMultiProduct()
Returns
CallSpecifiedPathwiseMultiProduct
Properties
Private
_callable
_callable
:
boolean
Private
_cash
Flow
Times
_cash
Flow
Times
:
Time
[]
Private
_current
Index
_current
Index
:
Size
Private
_dummy
Cash
Flows
Generated
_dummy
Cash
Flows
Generated
:
CashFlow
[]
[]
Private
_dummy
Cash
Flows
This
Step
_dummy
Cash
Flows
This
Step
:
Size
[]
Private
_evolution
_evolution
:
EvolutionDescription
Private
_is
Present
_is
Present
:
boolean
[]
[]
Private
_rebate
_rebate
:
MarketModelPathwiseMultiProduct
Private
_rebate
Offset
_rebate
Offset
:
Size
Private
_strategy
_strategy
:
ExerciseStrategy
Private
_underlying
_underlying
:
MarketModelPathwiseMultiProduct
Private
_was
Called
_was
Called
:
boolean
Methods
already
Deflated
already
Deflated
(
)
:
boolean
Returns
boolean
clone
clone
(
)
:
MarketModelPathwiseMultiProduct
Returns
MarketModelPathwiseMultiProduct
disable
Callability
disable
Callability
(
)
:
void
Returns
void
enable
Callability
enable
Callability
(
)
:
void
Returns
void
evolution
evolution
(
)
:
EvolutionDescription
Returns
EvolutionDescription
max
Number
OfCash
Flows
Per
Product
Per
Step
max
Number
OfCash
Flows
Per
Product
Per
Step
(
)
:
Size
Returns
Size
next
Time
Step
next
Time
Step
(
currentState
:
CurveState
, numberCashFlowsThisStep
:
Size
[]
, cashFlowsGenerated
:
CashFlow
[]
[]
)
:
boolean
Parameters
currentState:
CurveState
numberCashFlowsThisStep:
Size
[]
cashFlowsGenerated:
CashFlow
[]
[]
Returns
boolean
number
OfProducts
number
OfProducts
(
)
:
Size
Returns
Size
possible
Cash
Flow
Times
possible
Cash
Flow
Times
(
)
:
Time
[]
Returns
Time
[]
rebate
rebate
(
)
:
MarketModelPathwiseMultiProduct
Returns
MarketModelPathwiseMultiProduct
reset
reset
(
)
:
void
Returns
void
strategy
strategy
(
)
:
ExerciseStrategy
Returns
ExerciseStrategy
suggested
Numeraires
suggested
Numeraires
(
)
:
Size
[]
Returns
Size
[]
underlying
underlying
(
)
:
MarketModelPathwiseMultiProduct
Returns
MarketModelPathwiseMultiProduct
Globals
"ql/models/marketmodels/products/pathwise/pathwiseproductcallspecified"
Call
Specified
Pathwise
Multi
Product
Cash
Flow
constructor
_callable
_cash
Flow
Times
_current
Index
_dummy
Cash
Flows
Generated
_dummy
Cash
Flows
This
Step
_evolution
_is
Present
_rebate
_rebate
Offset
_strategy
_underlying
_was
Called
already
Deflated
clone
disable
Callability
enable
Callability
evolution
max
Number
OfCash
Flows
Per
Product
Per
Step
next
Time
Step
number
OfProducts
possible
Cash
Flow
Times
rebate
reset
strategy
suggested
Numeraires
underlying