MarketModelDiscounter Class Reference

#include <discounter.hpp>

Collaboration diagram for MarketModelDiscounter:

Public Member Functions
	MarketModelDiscounter (Time paymentTime, const std::vector< Time > &rateTimes)
Real	numeraireBonds (const CurveState &, Size numeraire) const

Private Attributes
Size	before_
Real	beforeWeight_

Detailed Description

Definition at line 31 of file discounter.hpp.

Constructor & Destructor Documentation

MarketModelDiscounter()

MarketModelDiscounter	(	Time	paymentTime,
		const std::vector< Time > &	rateTimes
	)

Definition at line 27 of file discounter.cpp.

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Member Function Documentation

numeraireBonds()

Real numeraireBonds	(	const CurveState &	curveState,
		Size	numeraire
	)		const

Definition at line 43 of file discounter.cpp.

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Member Data Documentation

before_

Size before_

private

Definition at line 38 of file discounter.hpp.

beforeWeight_

Real beforeWeight_

private

Definition at line 39 of file discounter.hpp.