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SumFunctional Class Reference

#include <StochasticProcess.h>

Inheritance diagram for SumFunctional:

List of all members.

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Detailed Description

A simple path functional H=h(X) of a vector process X of dimension at least two: h(X)=X_1(T)+X_2(T). Here ProcessRangeType==RealVector, and defaults for the functional: RangeType==ScalarType==Real.

Definition at line 848 of file StochasticProcess.h.

Public Member Functions
	SumFunctional (VectorProcess *Y, int T_oo)
Real	valueAlongCurrentPath ()

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Constructor & Destructor Documentation

SumFunctional::SumFunctional (  VectorProcess *    Y, int    T_oo )  [inline]

Definition at line 852 of file StochasticProcess.h. References LiborFunctional::X().

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Member Function Documentation

Real SumFunctional::valueAlongCurrentPath (    )  [inline, virtual]

The value of the functional along the current path of the process. Implements PathFunctional< RealVector >. Definition at line 855 of file StochasticProcess.h. References Real, and LiborFunctional::X().

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The documentation for this class was generated from the following file:

• StochasticProcess.h

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