julian::DeeplyCopyableMarketModel< T > Class Template Reference
Class uses Curiously Recurring Template Pattern to implement polymorphic copy construction in every derived class implementing MarketModel. More...
#include <marketModel.hpp>
Inheritance diagram for julian::DeeplyCopyableMarketModel< T >:
Public Member Functions | |
| virtual MarketModel * | clone () const |
| virtual copy constructor More... | |
 Public Member Functions inherited from julian::MarketModel | |
| virtual Date | getDate () const =0 |
| returns the date on which market data are actual More... | |
| virtual double | getAssetPrize () const =0 |
| returns the prize of asset More... | |
| virtual SmartPointer< ir::Curve > | getDiscountingCurve () const =0 |
| returns discounting curve More... | |
| virtual SmartPointer< ir::Curve > | getDividendCurve () const =0 |
| returns dividend curve More... | |
| virtual void | setDate (Date &date)=0 |
| sets the market date More... | |
| virtual void | setAssetPrize (double prize)=0 |
| sets asset prize More... | |
| virtual void | bumpAssetPrize (double h)=0 |
| bump asset prize additively More... | |
| virtual void | bumpVolatility (double h)=0 |
| bump volatility additively More... | |
| virtual double | prizeAnalytically (const EuropeanOpt &opt) const =0 |
| prize EuropeanOpt analytically More... | |
| virtual | ~MarketModel () |
| destructor More... | |
Detailed Description
template<typename T>
class julian::DeeplyCopyableMarketModel< T >
Class uses Curiously Recurring Template Pattern to implement polymorphic copy construction in every derived class implementing MarketModel.
For more details see Virtual Copy Constructor, CRTP and Deep Copy
Member Function Documentation
template<typename T>
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inlinevirtual |
virtual copy constructor
Implements julian::MarketModel.
The documentation for this class was generated from the following file:
- C:/Unix/home/OEM/jULIAN/src/marketModels/marketModel.hpp
