MidStageNode Class Reference

Class for the middle-nodes, i.e. all the nodes between the root and leaves. More...

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List of all members.

Public Member Functions

 MidStageNode (StageNode *ptPred, const int nodeN, const double condProb, double *ptRetVect)
 Constructs a MidStageNode object.

Public Attributes

MP_constraint cashFlowBalance
 cash-flow balance constraint
MP_data Return
 returns of the assets at this node


Detailed Description

Class for the middle-nodes, i.e. all the nodes between the root and leaves.

Definition at line 144 of file investment.cpp.


Constructor & Destructor Documentation

MidStageNode::MidStageNode ( StageNode ptPred,
const int  nodeN,
const double  condProb,
double *  ptRetVect 
) [inline]

Constructs a MidStageNode object.

Here we use a shallow copy for the MP_data Return, i.e. the return values in the constraints will be linked to the array retVect. This means that if the external array changes before we build the OSI object (using the attach method), the constraints will be changed as well - and if the external array is deallocated, the program will crash on calling the attach method!

Definition at line 156 of file investment.cpp.

References StageNode::a, StageNode::all_constraints, StageNode::all_variables, StageNode::ASSETS, cashFlowBalance, StageNode::pt_balance_constraint, StageNode::ptParent, Return, and StageNode::x.


Member Data Documentation

MP_constraint MidStageNode::cashFlowBalance

cash-flow balance constraint

Definition at line 146 of file investment.cpp.

Referenced by MidStageNode().

MP_data MidStageNode::Return

returns of the assets at this node

Definition at line 147 of file investment.cpp.

Referenced by MidStageNode().


The documentation for this class was generated from the following file:
Generated on Mon Jan 26 10:55:15 2009 for investment by  doxygen 1.5.4