Class NodeData

Namespace

NanoQL.Methods

Assembly

NanoQL.dll

The data a path gives at an exercise node: the exercise value, the cash flows up to the next exercise, the basis or exercise variables, the control's value, and whether the path reached the node, each in numeraire units.

[WorkingType]
public sealed class NodeData

Inheritance

object

NodeData

Inherited Members

object.GetType()

object.ToString()

object.Equals(object)

object.Equals(object, object)

object.ReferenceEquals(object, object)

object.GetHashCode()

Remarks

A working type: the node-data collection writes it and the regression and the parametric optimisation add into its CumulatedCashFlows.

Constructors

NodeData()

public NodeData()

Properties

ControlValue

Gets or sets the control's value.

public double ControlValue { get; set; }

Property Value

double

CumulatedCashFlows

Gets or sets the cash flows from this node to the next.

public double CumulatedCashFlows { get; set; }

Property Value

double

ExerciseValue

Gets or sets the exercise value.

public double ExerciseValue { get; set; }

Property Value

double

IsValid

Gets or sets a value indicating whether the path reached the node.

public bool IsValid { get; set; }

Property Value

bool

Values

Gets or sets the basis functions' values, or the parametric exercise's variables.

public double[] Values { get; set; }

Property Value

double[]