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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */

 Copyright (C) 2005 Joseph Wang

 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it
 under the terms of the QuantLib license.  You should have received a
 copy of the license along with this program; if not, please email
 <quantlib-dev@lists.sf.net>. The license is also available online at

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.

/*! \file fdmultiperiodengine.hpp
    \brief base engine for options with events happening at specific times

#ifndef quantlib_fd_multi_period_engine_hpp
#define quantlib_fd_multi_period_engine_hpp

#include <ql/PricingEngines/Vanilla/fdvanillaengine.hpp>
#include <ql/FiniteDifferences/fdtypedefs.hpp>
#include <ql/Instruments/oneassetoption.hpp>
#include <ql/event.hpp>

namespace QuantLib {

    class FDMultiPeriodEngine : public FDVanillaEngine {
        FDMultiPeriodEngine(Size gridPoints=100, Size timeSteps=100,
                            bool timeDependent = false);
        mutable std::vector<boost::shared_ptr<Event> > events_;
        mutable std::vector<Time> stoppingTimes_;
        Size timeStepPerPeriod_;
        mutable SampledCurve prices_;
        virtual void setupArguments(
               const Arguments* args,
               const std::vector<boost::shared_ptr<Event> >& schedule) const {
            events_ = schedule;
            for (Size i=0; i<schedule.size(); i++)
        virtual void setupArguments(const Arguments* a) const {
            const OneAssetOption::arguments *args =
                dynamic_cast<const OneAssetOption::arguments*>(a);
            QL_REQUIRE(args, "incorrect argument type");
            stoppingTimes_ = args->stoppingTimes;

        virtual void calculate(Results* result) const;
        mutable boost::shared_ptr<StandardStepCondition > stepCondition_;
        mutable boost::shared_ptr<StandardFiniteDifferenceModel> model_;
        virtual void executeIntermediateStep(Size step) const = 0;
        virtual void initializeStepCondition() const;
        virtual void initializeModel() const;
        Time getDividendTime(Size i) const {
            return stoppingTimes_[i];



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