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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_swap_rate_trigger_hpp
#define quantlib_swap_rate_trigger_hpp

#include <ql/methods/montecarlo/exercisestrategy.hpp>
#include <ql/models/marketmodels/curvestate.hpp>
#include <vector>

namespace QuantLib {

    class SwapRateTrigger : public ExerciseStrategy<CurveState> {
        SwapRateTrigger(const std::vector<Time>& rateTimes,
                        const std::vector<Rate>& swapTriggers,
                        const std::vector<Time>& exerciseTimes);
        std::vector<Time> exerciseTimes() const;
        std::vector<Time> relevantTimes() const;
        void reset();
        bool exercise(const CurveState& currentState) const;
        void nextStep(const CurveState& currentState);
        std::auto_ptr<ExerciseStrategy<CurveState> > clone() const;
        std::vector<Time> rateTimes_;
        std::vector<Rate> swapTriggers_;
        std::vector<Time> exerciseTimes_;
        Size currentIndex_;
        std::vector<Size> rateIndex_;



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