NumericalMethod Class Reference#include <ql/numericalmethod.hpp>
Inheritance diagram for NumericalMethod:
[legend]List of all members.
Detailed Description
Numerical method (tree, finite-differences) base class.
Member Function Documentation
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Roll back an asset until the given time, performing any needed adjustment.
Implemented in Lattice. |
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Roll back an asset until the given time, but do not perform the final adjustment.
- Warning:
- In version 0.3.7 and earlier, this method was called rollAlmostBack method and performed pre-adjustment. This is no longer true; when migrating your code, you'll have to replace calls such as:
method->rollAlmostBack(asset,t);
with the two statements: method->partialRollback(asset,t);
asset->preAdjustValues();
Implemented in Lattice. |
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