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
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.