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HittingTime< RangeType, ScalarType > Class Template Reference

#include <StochasticProcess.h>

Inheritance diagram for HittingTime< RangeType, ScalarType >:

StoppingTime List of all members.

Detailed Description

template<typename RangeType, typename ScalarType>
class HittingTime< RangeType, ScalarType >

Stopping time triggering as soon as the stochastic process X hits a region D in its range. This range is populated with elements of the vector type RangeType with components of the type ScalarType. See StochasticProcess.

Michael J. Meyer

Definition at line 108 of file StochasticProcess.h.

Public Member Functions

 HittingTime (StochasticProcess< RangeType, ScalarType > *Y, Region< RangeType > *G)
bool stop (int t)

Constructor & Destructor Documentation

template<typename RangeType, typename ScalarType>
HittingTime< RangeType, ScalarType >::HittingTime StochasticProcess< RangeType, ScalarType > *    Y,
Region< RangeType > *    G

Y Process hitting region G.
G Region hit by process Y.

Definition at line 119 of file StochasticProcess.h.

References LiborFunctional::X().

Member Function Documentation

template<typename RangeType, typename ScalarType>
bool HittingTime< RangeType, ScalarType >::stop int    t [inline, virtual]

stop as soon as X(t) hits D or t=horizon.

Implements StoppingTime.

Definition at line 125 of file StochasticProcess.h.

References Region< RangeType >::isMember(), StoppingTime::T, and LiborFunctional::X().

The documentation for this class was generated from the following file:
Generated on Mon Sep 22 02:16:33 2003 for Libor-Library by doxygen1.3-rc3