QuantLib_DiscretizedDiscountBond (3) - Linux Man Pages

QuantLib_DiscretizedDiscountBond: Useful discretized discount bond asset.

NAME

QuantLib::DiscretizedDiscountBond - Useful discretized discount bond asset.

SYNOPSIS


#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.

Note:

The returned values are not guaranteed to be sorted.

Implements DiscretizedAsset.

Author

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