DiscretizedDiscountBond Class Reference
#include <ql/discretizedasset.hpp>
Inheritance diagram for DiscretizedDiscountBond:

Detailed Description
Useful discretized discount bond asset.
Public Member Functions | |
void | reset (Size size) |
std::vector< Time > | mandatoryTimes () const |
Member Function Documentation
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This method should initialize the asset values to an Array of the given size and with values depending on the particular asset. Implements DiscretizedAsset. |
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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.
Implements DiscretizedAsset. |