Useful discretized discount bond asset. More...

#include <discretizedasset.hpp>

Inheritance diagram for DiscretizedDiscountBond:

Collaboration diagram for DiscretizedDiscountBond:

Public Member Functions
	DiscretizedDiscountBond ()=default

void	reset (Size size) override

std::vector< Time >	mandatoryTimes () const override

Public Member Functions inherited from DiscretizedAsset
	DiscretizedAsset ()

virtual	~DiscretizedAsset ()=default

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 Types inherited from DiscretizedAsset
enum class	CouponAdjustment { pre , post }

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.

Definition at line 147 of file discretizedasset.hpp.

Constructor & Destructor Documentation

◆ DiscretizedDiscountBond()

DiscretizedDiscountBond ( )

default

Member Function Documentation

◆ reset()

void reset ( Size size )

overridevirtual

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

Implements DiscretizedAsset.

Definition at line 150 of file discretizedasset.hpp.

◆ mandatoryTimes()

std::vector< Time > mandatoryTimes ( ) const

overridevirtual

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.