Class LatticeCuriouslyRecurringTemplate<Impl>

Type parameters

Impl: TreeLatticeImpl

Hierarchy

LatticeCuriouslyRecurringTemplate
- TreeLattice

Implements

Lattice
CuriouslyRecurringTemplate<Impl>

Index

Properties

Methods

Properties

_t

impl

impl: () => any

Type declaration

- (): any
- Returns any

init

init: (timeGrid: TimeGrid) => Lattice

Type declaration

- (timeGrid: TimeGrid): Lattice
- Parameters
  - timeGrid: TimeGrid
  Returns Lattice

timeGrid

timeGrid: () => TimeGrid

Type declaration

- (): TimeGrid
- Returns TimeGrid

Methods

grid

grid(t: Time): Real[]

- Defined in mixins/ql/methods/latticecuriouslyrecurringtemplate.ts:31
Parameters
- t: Time
Returns Real[]

initialize

initialize(asset: DiscretizedAsset, time: Time): void

- Defined in mixins/ql/methods/latticecuriouslyrecurringtemplate.ts:19
Parameters
- asset: DiscretizedAsset
- time: Time
Returns void

partialRollback

partialRollback(asset: DiscretizedAsset, to: Time): void

- Defined in mixins/ql/methods/latticecuriouslyrecurringtemplate.ts:25
Parameters
- asset: DiscretizedAsset
- to: Time
Returns void

presentValue

presentValue(asset: DiscretizedAsset): Real

- Defined in mixins/ql/methods/latticecuriouslyrecurringtemplate.ts:28
Parameters
- asset: DiscretizedAsset
Returns Real

rollback

rollback(asset: DiscretizedAsset, to: Time): void

- Defined in mixins/ql/methods/latticecuriouslyrecurringtemplate.ts:22
Parameters
- asset: DiscretizedAsset
- to: Time
Returns void