QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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Public Member Functions | List of all members
DiscretizedDiscountBond Class Reference

Useful discretized discount bond asset. More...

#include <ql/discretizedasset.hpp>

+ Inheritance diagram for DiscretizedDiscountBond:
+ Collaboration diagram for DiscretizedDiscountBond:

Public Member Functions

 DiscretizedDiscountBond ()=default
 
void reset (Size size) override
 
std::vector< TimemandatoryTimes () const override
 
- Public Member Functions inherited from DiscretizedAsset
 DiscretizedAsset ()
 
virtual ~DiscretizedAsset ()=default
 
Time time () const
 
Timetime ()
 
const Arrayvalues () const
 
Arrayvalues ()
 
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()

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.

Implements DiscretizedAsset.

Definition at line 151 of file discretizedasset.hpp.