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SumFunctional Class Reference

#include <StochasticProcess.h>

Inheritance diagram for SumFunctional:

PathFunctional< RealVector > List of all members.

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 ()

Constructor & Destructor Documentation

SumFunctional::SumFunctional VectorProcess   Y,
int    T_oo

Definition at line 852 of file StochasticProcess.h.

References LiborFunctional::X().

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().

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