DiscretizedDiscountBond Class Reference#include <ql/discretizedasset.hpp>
Inheritance diagram for DiscretizedDiscountBond:
[legend]List of all members.
Detailed Description
Useful discretized discount bond asset.
Member Function Documentation
void reset |
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This method should initialize the asset values to an Array of the given size and with values depending on the particular asset.
Implements DiscretizedAsset. |
std::vector<Time> mandatoryTimes |
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const [virtual] |
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This method returns the times at which the numerical method should stop while rolling back the asset. Typical examples include payment times, exercise times and such.
- Note:
- The returned values are not guaranteed to be sorted.
Implements DiscretizedAsset. |
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