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"ql/models/marketmodels/products/onestep/onestepforwards"
OneStepForwards
Class OneStepForwards
Hierarchy
MultiProductOneStep
OneStepForwards
Index
Constructors
constructor
Properties
_accruals
_evolution
_payment
Times
_rate
Times
_strikes
Methods
clone
evolution
max
Number
OfCash
Flows
Per
Product
Per
Step
next
Time
Step
number
OfProducts
possible
Cash
Flow
Times
reset
suggested
Numeraires
Constructors
constructor
new
One
Step
Forwards
(
rateTimes
:
Time
[]
, accruals
:
Real
[]
, paymentTimes
:
Time
[]
, strikes
:
Rate
[]
)
:
OneStepForwards
Parameters
rateTimes:
Time
[]
accruals:
Real
[]
paymentTimes:
Time
[]
strikes:
Rate
[]
Returns
OneStepForwards
Properties
Private
_accruals
_accruals
:
Real
[]
Protected
_evolution
_evolution
:
EvolutionDescription
Private
_payment
Times
_payment
Times
:
Time
[]
Protected
_rate
Times
_rate
Times
:
Time
[]
Private
_strikes
_strikes
:
Real
[]
Methods
clone
clone
(
)
:
MarketModelMultiProduct
Returns
MarketModelMultiProduct
evolution
evolution
(
)
:
EvolutionDescription
Returns
EvolutionDescription
max
Number
OfCash
Flows
Per
Product
Per
Step
max
Number
OfCash
Flows
Per
Product
Per
Step
(
)
:
Size
Returns
Size
next
Time
Step
next
Time
Step
(
currentState
:
CurveState
, numberCashFlowsThisStep
:
Size
[]
, genCashFlows
:
CashFlow
[]
[]
)
:
boolean
Parameters
currentState:
CurveState
numberCashFlowsThisStep:
Size
[]
genCashFlows:
CashFlow
[]
[]
Returns
boolean
number
OfProducts
number
OfProducts
(
)
:
Size
Returns
Size
possible
Cash
Flow
Times
possible
Cash
Flow
Times
(
)
:
Time
[]
Returns
Time
[]
reset
reset
(
)
:
void
Returns
void
suggested
Numeraires
suggested
Numeraires
(
)
:
Size
[]
Returns
Size
[]
Globals
"ql/models/marketmodels/products/onestep/onestepforwards"
One
Step
Forwards
constructor
_accruals
_evolution
_payment
Times
_rate
Times
_strikes
clone
evolution
max
Number
OfCash
Flows
Per
Product
Per
Step
next
Time
Step
number
OfProducts
possible
Cash
Flow
Times
reset
suggested
Numeraires