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Properties

_isDisposed

_isDisposed: boolean = false

Protected _latestPostAdjustment

_latestPostAdjustment: Time = QL_MAX_REAL

Protected _latestPreAdjustment

_latestPreAdjustment: Time = QL_MAX_REAL

Private _method

_method: Lattice

Protected _time

_time: Time

Protected _values

_values: Real[] = []

Accessors

isDisposed

  • get isDisposed(): boolean
  • Returns boolean

time

  • get time(): Time
  • set time(v: Time): void
  • Returns Time

  • Parameters

    Returns void

values

  • get values(): Real[]
  • set values(v: Real[]): void
  • Returns Real[]

  • Parameters

    Returns void

Methods

adjustValues

  • adjustValues(): void
  • Returns void

dispose

  • dispose(): void
  • Returns void

init

  • Parameters

    • Rest ...args: any[]

    Returns DiscretizedAsset

initialize

  • name High-level interface

    Users of discretized assets should use these methods in order to initialize, evolve and take the present value of the assets. They call the corresponding methods in the Lattice interface, to which we refer for documentation.

    Parameters

    Returns void

Protected isOnTime

  • isOnTime(t: Time): boolean
  • Parameters

    Returns boolean

mandatoryTimes

  • mandatoryTimes(): Time[]
  • Returns Time[]

method

  • Returns Lattice

partialRollback

  • partialRollback(to: Time): void
  • Parameters

    Returns void

postAdjustValues

  • postAdjustValues(): void
  • Returns void

postAdjustValuesImpl

  • postAdjustValuesImpl(): void
  • Returns void

preAdjustValues

  • preAdjustValues(): void
  • Returns void

preAdjustValuesImpl

  • preAdjustValuesImpl(): void
  • Returns void

presentValue

  • presentValue(): Real
  • Returns Real

reset

  • reset(size: Size): void
  • Parameters

    Returns void

rollback

  • rollback(to: Time): void
  • Parameters

    Returns void