コード例 #1
0
PathDependentAsian::PathDependentAsian(const MJArray& LookAtTimes_,
                                       double DeliveryTime_,
                                       const PayOffBridge& ThePayOff_)
    : PathDependent(LookAtTimes_), DeliveryTime(DeliveryTime_),
      ThePayOff(ThePayOff_), NumberOfTimes(LookAtTimes_.size())
{
}
コード例 #2
0
PathDependentDiscrete::PathDependentDiscrete(const MJArray& LookAtTimes_,
												double DeliveryTime_,
												double Barrier_,
												double Rebate_)
	: PathDependent(LookAtTimes_), DeliveryTime(DeliveryTime_), Barrier(Barrier_), Rebate(Rebate_),
		NumberOfTimes(LookAtTimes_.size()) 
{}