QuantLib: DiscretizedDiscountBond Class Reference

A free/open-source library for quantitative finance Reference manual - version 1.20

Public Member Functions | List of all members
DiscretizedDiscountBond Class Reference

Useful discretized discount bond asset. More...

`#include <ql/discretizedasset.hpp>`

Inheritance diagram for DiscretizedDiscountBond:
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## Public Member Functions
void | reset (Size size)
std::vector< Time > | mandatoryTimes () const
Public Member Functions inherited from DiscretizedAsset
Time | time () const
Time & | time ()
const Array & | values () const
Array & | values ()
const ext::shared_ptr< Lattice > & | method () const
void | initialize (const ext::shared_ptr< Lattice > &, Time t)
void | rollback (Time to)
void | partialRollback (Time to)
Real | presentValue ()
void | preAdjustValues ()
void | postAdjustValues ()
void | adjustValues ()

## Additional Inherited Members
Protected Member Functions inherited from DiscretizedAsset
bool | isOnTime (Time t) const
virtual void | preAdjustValuesImpl ()
virtual void | postAdjustValuesImpl ()
Protected Attributes inherited from DiscretizedAsset
Time | time_
Time | latestPreAdjustment_
Time | latestPostAdjustment_
Array | values_

## Detailed Description

Useful discretized discount bond asset.

## Member Function Documentation

## ◆ reset()

void reset | ( | Size | size | ) |
| virtual

This method should initialize the asset values to an Array of the given size and with values depending on the particular asset.

Implements DiscretizedAsset.

## ◆ mandatoryTimes()

std::vector<Time> mandatoryTimes | ( |  | ) | const
| virtual

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.