QuantLib_DiscretizedDiscountBond man page
DiscretizedDiscountBond — Useful discretized discount bond asset.
Public Member Functions
void reset (Size size)
std::vector< Time > mandatoryTimes () const
Additional Inherited Members
Useful discretized discount bond asset.
Member Function Documentation
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.
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.
The returned values are not guaranteed to be sorted.
Generated automatically by Doxygen for QuantLib from the source code.