NumericalMethod Class Reference

#include <ql/numericalmethod.hpp>

Inheritance diagram for NumericalMethod:

Inheritance graph
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List of all members.

Detailed Description

Numerical method (tree, finite-differences) base class.


Public Member Functions

 NumericalMethod (const TimeGrid &timeGrid)
const TimeGridtimeGrid () const
virtual void initialize (const boost::shared_ptr< DiscretizedAsset > &, Time time) const =0
virtual void rollback (const boost::shared_ptr< DiscretizedAsset > &, Time to) const =0
virtual void rollAlmostBack (const boost::shared_ptr< DiscretizedAsset > &, Time to) const =0

Protected Attributes

TimeGrid t_


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