DiscretizedAsset Class Reference

#include <ql/discretizedasset.hpp>

Inheritance diagram for DiscretizedAsset:

Inheritance graph
[legend]
List of all members.

Detailed Description

Discretized asset class used by numerical methods.


Public Member Functions

 DiscretizedAsset (const boost::shared_ptr< NumericalMethod > &method)
virtual void reset (Size size)=0
Time time () const
Timetime ()
const Arrayvalues () const
Arrayvalues ()
const boost::shared_ptr< NumericalMethod > & method () const
virtual void preAdjustValues ()
virtual void postAdjustValues ()
void adjustValues ()
virtual void addTimesTo (std::list< Time > &) const

Protected Member Functions

bool isOnTime (Time t) const

Protected Attributes

Time time_
Array values_


Member Function Documentation

virtual void preAdjustValues  )  [virtual]
 

This method will be invoked after rollback and before any other asset (i.e., an option on this one) has any chance to look at the values. For instance, payments happening at times already spanned by the rollback will be added here.

Reimplemented in DiscretizedSwap.

virtual void postAdjustValues  )  [virtual]
 

This method will be invoked after rollback and after any other asset had their chance to look at the values. For instance, payments happening at the present time (and therefore not included in an option to be exercised at this time) will be added here.

Reimplemented in DiscretizedOption.


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