QuantLib_DiscretizedDiscountBond (3) - Linux Man Pages
QuantLib_DiscretizedDiscountBond: Useful discretized discount bond asset.
QuantLib::DiscretizedDiscountBond - Useful discretized discount bond asset.
Public Member Functions
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.
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.
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