QuantLib_SingleProductComposite man page

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


#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.


All subproducts must have the same rate times.


Generated automatically by Doxygen for QuantLib from the source code.


Mon Apr 30 2018 Version 1.12.1 QuantLib