DiscretizedDiscountBond Class Reference

#include <ql/discretizedasset.hpp>

Inheritance diagram for DiscretizedDiscountBond:

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Detailed Description

Useful discretized discount bond asset.


Public Member Functions

void reset (Size size)
std::vector< TimemandatoryTimes () const


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.


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