Class ExerciseStrategy<TState>

Namespace

NanoQL.Methods

Assembly

NanoQL.dll

An early-exercise strategy stepped along a path: at each of its relevant times it is told the state, and at each exercise time it says whether to exercise.

[WorkingType]
public abstract class ExerciseStrategy<TState>

Type Parameters

TState

The state the strategy reads.

Inheritance

object

ExerciseStrategy<TState>

Derived

LongstaffSchwartzExerciseStrategy

ParametricExerciseAdapter

SwapRateTrigger

Inherited Members

object.GetType()

object.MemberwiseClone()

object.ToString()

object.Equals(object)

object.Equals(object, object)

object.ReferenceEquals(object, object)

object.GetHashCode()

Remarks

A working type and an extension point: Reset() and NextStep(TState) change it, Exercise(TState) may change its scratch, and it isn't thread-safe; a holder steps its own Clone().

Constructors

ExerciseStrategy()

protected ExerciseStrategy()

Methods

Clone()

A deep copy of the strategy, its state included.

public abstract ExerciseStrategy<TState> Clone()

Returns

ExerciseStrategy<TState>

The copy.

Exercise(TState)

Whether to exercise in the given state, at the current exercise time.

public abstract bool Exercise(TState currentState)

Parameters

currentState TState

The state.

Returns

bool

true to exercise.

ExerciseTimes()

The times at which the strategy can exercise.

public abstract ImmutableArray<double> ExerciseTimes()

Returns

ImmutableArray<double>

The exercise times.

NextStep(TState)

Moves the strategy to its next relevant time, in the given state.

public abstract void NextStep(TState currentState)

Parameters

currentState TState

The state.

RelevantTimes()

The times at which the strategy is told the state: the exercise times and any it reads.

public abstract ImmutableArray<double> RelevantTimes()

Returns

ImmutableArray<double>

The relevant times.

Reset()

Puts the strategy at the start of a path.

public abstract void Reset()