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Class DiscretizedDiscountBond

Useful discretized discount bond asset

Hierarchy

Index

Properties

Accessors

Methods

Properties

_isDisposed

_isDisposed: boolean = false

Protected _latestPostAdjustment

_latestPostAdjustment: Time = QL_MAX_REAL

Protected _latestPreAdjustment

_latestPreAdjustment: Time = QL_MAX_REAL

Protected _time

_time: Time

Protected _values

_values: Real[] = []

Accessors

isDisposed

  • get isDisposed(): boolean

time

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

values

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

Methods

adjustValues

  • adjustValues(): void

dispose

  • dispose(): void

init

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

mandatoryTimes

  • mandatoryTimes(): Time[]

method

partialRollback

  • partialRollback(to: Time): void

postAdjustValues

  • postAdjustValues(): void

postAdjustValuesImpl

  • postAdjustValuesImpl(): void

preAdjustValues

  • preAdjustValues(): void

preAdjustValuesImpl

  • preAdjustValuesImpl(): void

presentValue

  • presentValue(): Real

reset

  • reset(size: Size): void

rollback

  • rollback(to: Time): void