marian::DCAbstractPricerFactory< T > Class Template Reference
Deeply copyable AbstractPricerFactory. More...
#include <pricerAbstractFactory.hpp>
Inheritance diagram for marian::DCAbstractPricerFactory< T >:
Public Member Functions | |
| virtual AbstractPricerFactory * | clone () const |
| Virtual copy constructor. | |
 Public Member Functions inherited from marian::AbstractPricerFactory | |
| AbstractPricerFactory () | |
| Default constructor. | |
| virtual std::vector< SmartPointer< BoundaryCondition > > | getBoundarySpotConditions (Market mkt, double low, double upp)=0 |
| Returns boundary conditions. More... | |
| virtual std::vector< double > | initialCondition (const std::vector< double > &)=0 |
| Calculates initial condition for a given vector of spots. | |
| virtual double | lowerSpotLmt ()=0 |
| Returns lower boundary level. | |
| virtual double | upperSpotLmt ()=0 |
| Returns upper boundary level. | |
| virtual double | getConcentrationPoint ()=0 |
| Returns concentration point used by non-uniform grid builders. | |
| virtual | ~AbstractPricerFactory () |
| destructor | |
Detailed Description
template<typename T>
class marian::DCAbstractPricerFactory< T >
Class implements Curiously Recurring Template Pattern (see Wikipedia site).
When using polymorphism, one sometimes needs to create copies of objects by the base class pointer. A commonly used idiom for this is adding a virtual clone function that is defined in every derived class. The CRTP can be used to avoid having to duplicate that function or other similar functions in every derived class.
For more information about virtual copy constructor see [14]
The documentation for this class was generated from the following file:
- C:/Unix/home/OEM/fdm/src/financial/options/pricerAbstractFactory.hpp
