QuantLib_SingleProductComposite man page

SingleProductComposite — Composition of one or more market-model products.

Synopsis

#include <ql/models/marketmodels/products/singleproductcomposite.hpp>

Inherits MarketModelComposite.

Public Member Functions

MarketModelMultiProduct interface

Size numberOfProducts () const

Size maxNumberOfCashFlowsPerProductPerStep () const

bool nextTimeStep (const CurveState &currentState, std::vector< Size > &numberCashFlowsThisStep, std::vector< std::vector< CashFlow > > &cashFlowsGenerated)
return value indicates whether path is finished, TRUE means done
std::auto_ptr< MarketModelMultiProduct > clone () const
returns a newly-allocated copy of itself

Additional Inherited Members

Detailed Description

Composition of one or more market-model products.

Instances of this class build a single market-model product by composing two or more subproducts.

Precondition:

All subproducts must have the same rate times.

Author

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Info

Fri Sep 23 2016 Version 1.8.1 QuantLib