DiscretizedDiscountBond Class Reference

Useful discretized discount bond asset. More...

#include <ql/discretizedasset.hpp>

Inheritance diagram for DiscretizedDiscountBond:

Public Member Functions
void	reset (Size size) override
std::vector< Time >	mandatoryTimes () const override
Public Member Functions inherited from DiscretizedAsset
Time	time () const
Time &	time ()
const Array &	values () const
Array &	values ()
const ext::shared_ptr< Lattice > &	method () const
void	initialize (const ext::shared_ptr< Lattice > &, Time t)
void	rollback (Time to)
void	partialRollback (Time to)
Real	presentValue ()
void	preAdjustValues ()
void	postAdjustValues ()
void	adjustValues ()

Additional Inherited Members
enum class	CouponAdjustment { pre , post }
bool	isOnTime (Time t) const
virtual void	preAdjustValuesImpl ()
virtual void	postAdjustValuesImpl ()
Time	time_
Time	latestPreAdjustment_
Time	latestPostAdjustment_
Array	values_

Detailed Description

Useful discretized discount bond asset.

Member Function Documentation

reset()

void reset ( Size size )

overridevirtual

This method should initialize the asset values to an Array of the given size and with values depending on the particular asset.

Implements DiscretizedAsset.

mandatoryTimes()

std::vector< Time > mandatoryTimes ( ) const

overridevirtual

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.