QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.5
Public Member Functions | List of all members
DiscretizedDiscountBond Class Reference

Useful discretized discount bond asset. More...

#include <ql/discretizedasset.hpp>

+ Inheritance diagram for DiscretizedDiscountBond:

Public Member Functions

void reset (Size size)
 
std::vector< TimemandatoryTimes () const
 
- Public Member Functions inherited from DiscretizedAsset
Time time () const
 
Timetime ()
 
const Arrayvalues () const
 
Arrayvalues ()
 
const boost::shared_ptr
< Lattice > & 
method () const
 
void initialize (const boost::shared_ptr< Lattice > &, Time t)
 
void rollback (Time to)
 
void partialRollback (Time to)
 
Real presentValue ()
 
void preAdjustValues ()
 
void postAdjustValues ()
 
void adjustValues ()
 

Additional Inherited Members

- Protected Member Functions inherited from DiscretizedAsset
bool isOnTime (Time t) const
 
virtual void preAdjustValuesImpl ()
 
virtual void postAdjustValuesImpl ()
 
- Protected Attributes inherited from DiscretizedAsset
Time time_
 
Time latestPreAdjustment_
 
Time latestPostAdjustment_
 
Array values_
 

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.