DiscretizedDiscountBond Class Reference

#include <ql/discretizedasset.hpp>

Inheritance diagram for DiscretizedDiscountBond:

Inheritance graph
[legend]
List of all members.

Detailed Description

Useful discretized discount bond asset.


Public Member Functions

 DiscretizedDiscountBond (const boost::shared_ptr< NumericalMethod > &method)
void reset (Size size)


Constructor & Destructor Documentation

DiscretizedDiscountBond const boost::shared_ptr< NumericalMethod > &  method  ) 
 

Deprecated:
use the constructor with no arguments


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.


QuantLib.org
QuantLib
Hosted by
SourceForge.net Logo
Documentation generated by
doxygen