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QuantLib_SingleProductComposite
Langue: en
Version: 377621 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::SingleProductComposite -Composition of one or more market-model products.
SYNOPSIS
#include <ql/models/marketmodels/products/singleproductcomposite.hpp>
Inherits QuantLib::MarketModelComposite.
Public Member Functions
MarketModelMultiProduct interface
Size numberOfProducts () const
Size maxNumberOfCashFlowsPerProductPerStep () const
bool nextTimeStep (const CurveState ¤tState, std::vector< Size > &numberCashFlowsThisStep, std::vector< std::vector< CashFlow > > &cashFlowsGenerated)
return value indicates whether path is finished, TRUE means done
std::auto_ptr< MarketModelMultiProduct > clone () const
returns a newly-allocated copy of itself
Detailed Description
Composition of one or more market-model products.
Instances of this class build a single market-model product by composing two or more subproducts.
Precondition:
- All subproducts must have the same rate times.
Author
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