MultiProductComposite Class Reference
#include <ql/models/marketmodels/products/multiproductcomposite.hpp>
Inheritance diagram for MultiProductComposite:

Detailed Description
Composition of one or more market-model products.Instances of this class build a multiple 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 ¤tState, std::vector< Size > &numberCashFlowsThisStep, std::vector< std::vector< CashFlow > > &cashFlowsGenerated) |
return value indicates whether path is finished, TRUE means done | |
std::auto_ptr< MarketModelMultiProduct > | clone () const |
returns a newly-allocated copy of itself |