- QuantLib
- DiscretizedDiscountBond
Useful discretized discount bond asset. More...
#include <ql/discretizedasset.hpp>
Public Member Functions | |
void | reset (Size size) |
std::vector< Time > | mandatoryTimes () const |
Useful discretized discount bond asset.
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 | ( | ) | 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.
Implements DiscretizedAsset.