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QuantLib_DiscretizedDiscountBond
Langue: en
Version: 381445 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
Sommaire
- NAME
- SYNOPSIS
- Detailed Description
- 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.
- Author
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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