DiscretizedAsset Class Reference#include <ql/discretizedasset.hpp>
Inheritance diagram for DiscretizedAsset:
[legend]List of all members.
Detailed Description
Discretized asset class used by numerical methods.
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Public Member Functions |
| DiscretizedAsset (const boost::shared_ptr< NumericalMethod > &method) |
virtual void | reset (Size size)=0 |
Time | time () const |
Time & | time () |
const Array & | values () const |
Array & | values () |
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 |
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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 |
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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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