Class MultiStepNothing

Hierarchy

MultiProductMultiStep
- MultiStepNothing

Index

Constructors

constructor

Properties

Methods

Constructors

constructor

new MultiStepNothing(evolution: EvolutionDescription, numberOfProducts?: Size, doneIndex?: Size): MultiStepNothing

Overrides MultiProductMultiStep.constructor
- Defined in ql/models/marketmodels/products/multistep/multistepnothing.ts:11
Parameters
- evolution: EvolutionDescription
- Default value numberOfProducts: Size = 1
- Default value doneIndex: Size = 0
Returns MultiStepNothing

Properties

Private _currentIndex

_currentIndex: Size

Private _doneIndex

_doneIndex: Size

Protected _evolution

_evolution: EvolutionDescription

Private _numberOfProducts

_numberOfProducts: Size

Protected _rateTimes

_rateTimes: Time[]

Methods

clone

clone(): MarketModelMultiProduct

Overrides MarketModelMultiProduct.clone
- Defined in ql/models/marketmodels/products/multistep/multistepnothing.ts:44
Returns MarketModelMultiProduct

evolution

evolution(): EvolutionDescription

Inherited from MultiProductMultiStep.evolution

Overrides MarketModelMultiProduct.evolution
- Defined in ql/models/marketmodels/products/multiproductmultistep.ts:46
Returns EvolutionDescription

maxNumberOfCashFlowsPerProductPerStep

maxNumberOfCashFlowsPerProductPerStep(): Size

Overrides MarketModelMultiProduct.maxNumberOfCashFlowsPerProductPerStep
- Defined in ql/models/marketmodels/products/multistep/multistepnothing.ts:28
Returns Size

nextTimeStep

nextTimeStep(cs: CurveState, numberCashFlowsThisStep: Size[], cf: CashFlow[][]): boolean

Overrides MarketModelMultiProduct.nextTimeStep
- Defined in ql/models/marketmodels/products/multistep/multistepnothing.ts:36
Parameters
- cs: CurveState
- numberCashFlowsThisStep: Size[]
- cf: CashFlow[][]
Returns boolean

numberOfProducts

numberOfProducts(): Size

Overrides MarketModelMultiProduct.numberOfProducts
- Defined in ql/models/marketmodels/products/multistep/multistepnothing.ts:24
Returns Size

possibleCashFlowTimes

possibleCashFlowTimes(): Time[]

Overrides MarketModelMultiProduct.possibleCashFlowTimes
- Defined in ql/models/marketmodels/products/multistep/multistepnothing.ts:20
Returns Time[]

reset

reset(): void

Overrides MarketModelMultiProduct.reset
- Defined in ql/models/marketmodels/products/multistep/multistepnothing.ts:32
Returns void

suggestedNumeraires

suggestedNumeraires(): Size[]

Inherited from MultiProductMultiStep.suggestedNumeraires

Overrides MarketModelMultiProduct.suggestedNumeraires
- Defined in ql/models/marketmodels/products/multiproductmultistep.ts:36
Returns Size[]