QuantLib_DiscretizedDiscountBond (3) - Linux Manuals

QuantLib_DiscretizedDiscountBond: Useful discretized discount bond asset.


QuantLib::DiscretizedDiscountBond - Useful discretized discount bond asset.


#include <ql/discretizedasset.hpp>

Inherits QuantLib::DiscretizedAsset.

Public Member Functions

void reset (Size size)

std::vector< Time > mandatoryTimes () const

Detailed Description

Useful discretized discount bond asset.

Member Function Documentation

void reset (Size size) [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.

std::vector<Time> mandatoryTimes () const [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.


The returned values are not guaranteed to be sorted.

Implements DiscretizedAsset.


Generated automatically by Doxygen for QuantLib from the source code.