C++ (Cpp) MJArray::size Exemples

Exemple #1

Fichier : PathDependentAsian.cpp Projet : Zhenfeng-Liang/DesignPatterns

PathDependentAsian::PathDependentAsian(const MJArray& LookAtTimes_,
                                       double DeliveryTime_,
                                       const PayOffBridge& ThePayOff_)
    : PathDependent(LookAtTimes_), DeliveryTime(DeliveryTime_),
      ThePayOff(ThePayOff_), NumberOfTimes(LookAtTimes_.size())
{
}

Exemple #2

Fichier : PathDependentDiscrete.cpp Projet : calvin456/intro_derivative_pricing

PathDependentDiscrete::PathDependentDiscrete(const MJArray& LookAtTimes_,
												double DeliveryTime_,
												double Barrier_,
												double Rebate_)
	: PathDependent(LookAtTimes_), DeliveryTime(DeliveryTime_), Barrier(Barrier_), Rebate(Rebate_),
		NumberOfTimes(LookAtTimes_.size()) 
{}