SingleProductComposite Class Reference

#include <ql/models/marketmodels/products/singleproductcomposite.hpp>

Inheritance diagram for SingleProductComposite:

Inheritance graph
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List of all members.

Detailed Description

Composition of one or more market-model products.

Instances of this class build a single market-model product by composing two or more subproducts.

Precondition:
All subproducts must have the same rate times.


Public Member Functions

MarketModelMultiProduct interface
Size numberOfProducts () const
Size maxNumberOfCashFlowsPerProductPerStep () const
bool nextTimeStep (const CurveState &currentState, std::vector< Size > &numberCashFlowsThisStep, std::vector< std::vector< CashFlow > > &cashFlowsGenerated)
 return value indicates whether path is finished, TRUE means done
std::auto_ptr< MarketModelMultiProductclone () const
 returns a newly-allocated copy of itself