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

 Copyright (C) 2006 Mark Joshi

 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.

#ifndef quantlib_accounting_engine_hpp
#define quantlib_accounting_engine_hpp

#include <ql/MarketModels/marketmodelproduct.hpp>
#include <ql/MarketModels/marketmodeldiscounter.hpp>
#include <ql/MarketModels/marketmodelevolver.hpp>
#include <ql/Math/sequencestatistics.hpp>
#include <ql/Utilities/clone.hpp>

namespace QuantLib {

    class AccountingEngine {
        AccountingEngine(const boost::shared_ptr<MarketModelEvolver>& evolver,
                         const Clone<MarketModelMultiProduct>& product,
                         double initialNumeraireValue);

        Real singlePathValues(std::vector<Real>& values);
        void multiplePathValues(SequenceStatistics& stats,
                                Size numberOfPaths);

        boost::shared_ptr<MarketModelEvolver> evolver_;
        Clone<MarketModelMultiProduct> product_;

        double initialNumeraireValue_;
        Size numberProducts_;

        // workspace
        std::vector<Real> numerairesHeld_;
        std::vector<Size> numberCashFlowsThisStep_;
        std::vector<std::vector<MarketModelMultiProduct::CashFlow> >
        std::vector<MarketModelDiscounter> discounters_;




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