Useful discretized discount bond asset. More...
#include <ql/discretizedasset.hpp>
Inheritance diagram for DiscretizedDiscountBond:Public Member Functions | |
| void | reset (Size size) |
| std::vector< Time > | mandatoryTimes () const |
Public Member Functions inherited from DiscretizedAsset | |
| Time | time () const |
| Time & | time () |
| const Array & | values () const |
| Array & | values () |
| const ext::shared_ptr< Lattice > & | method () const |
| void | initialize (const ext::shared_ptr< Lattice > &, Time t) |
| void | rollback (Time to) |
| void | partialRollback (Time to) |
| Real | presentValue () |
| void | preAdjustValues () |
| void | postAdjustValues () |
| void | adjustValues () |
Additional Inherited Members | |
Protected Member Functions inherited from DiscretizedAsset | |
| bool | isOnTime (Time t) const |
| virtual void | preAdjustValuesImpl () |
| virtual void | postAdjustValuesImpl () |
Protected Attributes inherited from DiscretizedAsset | |
| Time | time_ |
| Time | latestPreAdjustment_ |
| Time | latestPostAdjustment_ |
| Array | values_ |
Useful discretized discount bond asset.
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virtual |
This method should initialize the asset values to an Array of the given size and with values depending on the particular asset.
Implements DiscretizedAsset.
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virtual |
This method returns the times at which the numerical method should stop while rolling back the asset. Typical examples include payment times, exercise times and such.
Implements DiscretizedAsset.