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  • Committer: Bazaar Package Importer
  • Author(s): Dirk Eddelbuettel
  • Date: 2005-05-02 22:35:36 UTC
  • mfrom: (1.2.1 upstream) (2.1.1 hoary)
  • Revision ID: james.westby@ubuntu.com-20050502223536-yp0xshf1us9u76dn
Tags: 0.3.9-1
* New upstream release 0.3.9 announced today
* As before, re-packaged upstream file QuantLib-docs-0.3.9.html.tar.gz 
  as described in the copyright file included with the Debian package.

* debian/watch: Added watch file

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html/a01001.html
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<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.0 Transitional//EN">
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<html><head><meta http-equiv="Content-Type" content="text/html;charset=iso-8859-1">
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<title>DiscretizedAsset class Reference</title>
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<link href="quantlib.css" rel="stylesheet" type="text/css">
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</head>
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<body>
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<table summary=
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"Layout table: navigation bar in the first cell, contents in the second cell"
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 class="layout">
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<tbody>
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<tr>
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<td class="navbar">
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<div class="center">
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    <img class= "addtopspace" src="QL-small.jpg"
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     alt="QuantLib Logo"></div>
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<h3 class="navbartitle">QuantLib 0.3.6</h3>
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<div class="center">
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    <a href="http://quantlib.org/">http://quantlib.org</a></div>
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<hr>
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<h3 class="navbartitle">User manual</h3>
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<h4 class="navbartitle">Introduction to QuantLib</h4>
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<ul class="navlinklist">
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<li><a class="navlink" href="index.html">Introduction</a></li>
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<li><a class="navlink" href="overview.html">Project overview</a></li>
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<li><a class="navlink" href="where.html">Where to get QuantLib</a></li>
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<li><a class="navlink" href="install.html">Installation</a></li>
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<li><a class="navlink" href="usage.html">Usage</a></li>
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<li><a class="navlink" href="history.html">Version history</a></li>
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<li><a class="navlink" href="resources.html">Additional resources</a></li>
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<li><a class="navlink" href="group.html">The QuantLib group</a></li>
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<li><a class="navlink" href="license.html">Copyright and license</a></li>
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</ul>
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<h4 class="navbartitle">QuantLib components</h4>
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<ul class="navlinklist">
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<li><a class="navlink" href="coreclasses.html">Core classes</a></li>
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<li><a class="navlink" href="datetime.html">Date and time calculations</a></li>
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<li><a class="navlink" href="lattices.html">Lattice methods</a></li>
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<li><a class="navlink" href="findiff.html">The finite differences framework</a></li>
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<li><a class="navlink" href="mcarlo.html">The Monte Carlo framework</a></li>
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<li><a class="navlink" href="fixedincome.html">Short-rate models</a></li>
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<li><a class="navlink" href="currencies.html">Currencies and FX rates</a></li>
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<li><a class="navlink" href="instruments.html">Instruments and pricers</a></li>
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<li><a class="navlink" href="math.html">Math tools</a></li>
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<li><a class="navlink" href="patterns.html">Design patterns</a></li>
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<li><a class="navlink" href="termstructures.html">Term structures</a></li>
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<li><a class="navlink" href="utilities.html">Utilities</a></li>
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<li><a class="navlink" href="examples.html">Examples</a></li>
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</ul>
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<hr>
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<h3 class="navbartitle">Reference manual</h3>
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<ul class="navlinklist">
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<li><a class="navlink" href="modules.html">Modules</a></li>
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<li><a class="navlink" href="hierarchy.html">Class Hierarchy</a></li>
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<li><a class="navlink" href="annotated.html">Compound List</a></li>
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<li><a class="navlink" href="files.html">File List</a></li>
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<li><a class="navlink" href="functions.html">Compound Members</a></li>
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<li><a class="navlink" href="globals.html">File Members</a></li>
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<li><a class="navlink" href="todo.html">Todo List</a></li>
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<li><a class="navlink" href="bug.html">Known Bugs</a></li>
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<li><a class="navlink" href="deprecated.html">Deprecated Features</a></li>
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</ul>
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</td>
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<td class="main">
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<!--Doxygen-generated content-->
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<!-- Generated by Doxygen 1.3.6 -->
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<h1>DiscretizedAsset Class Reference</h1><code>#include &lt;ql/discretizedasset.hpp&gt;</code>
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<p>
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Inheritance diagram for DiscretizedAsset:<p><center><img src="a02212.png" border="0" usemap="#a02213" alt="Inheritance graph"></center>
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<map name="a02213">
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<area href="a01003.html" shape="rect" coords="7,87,164,105" alt="">
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<area href="a01004.html" shape="rect" coords="188,87,300,105" alt="">
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</map>
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<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center><a href="a00093.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
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Discretized asset class used by numerical methods. 
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<p>
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<table border=0 cellpadding=0 cellspacing=0>
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<tr><td></td></tr>
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<tr><td colspan=2><br><h2>Public Member Functions</h2></td></tr>
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<tr><td class="memItemLeft" nowrap align=right valign=top><a class="anchor" name="a0" doxytag="QuantLib::DiscretizedAsset::DiscretizedAsset" ></a>
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&nbsp;</td><td class="memItemRight" valign=bottom><b>DiscretizedAsset</b> (const <a class="el" href="a01085.html">Handle</a>&lt; <a class="el" href="a01210.html">NumericalMethod</a> &gt; &amp;method)</td></tr>
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<tr><td class="memItemLeft" nowrap align=right valign=top><a class="anchor" name="a2" doxytag="QuantLib::DiscretizedAsset::reset" ></a>
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virtual void&nbsp;</td><td class="memItemRight" valign=bottom><b>reset</b> (Size size)=0</td></tr>
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<tr><td class="memItemLeft" nowrap align=right valign=top><a class="anchor" name="a3" doxytag="QuantLib::DiscretizedAsset::time" ></a>
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Time&nbsp;</td><td class="memItemRight" valign=bottom><b>time</b> () const </td></tr>
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<tr><td class="memItemLeft" nowrap align=right valign=top><a class="anchor" name="a4" doxytag="QuantLib::DiscretizedAsset::time" ></a>
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Time &amp;&nbsp;</td><td class="memItemRight" valign=bottom><b>time</b> ()</td></tr>
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<tr><td class="memItemLeft" nowrap align=right valign=top><a class="anchor" name="a5" doxytag="QuantLib::DiscretizedAsset::values" ></a>
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const <a class="el" href="a00862.html">Array</a> &amp;&nbsp;</td><td class="memItemRight" valign=bottom><b>values</b> () const </td></tr>
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<tr><td class="memItemLeft" nowrap align=right valign=top><a class="anchor" name="a6" doxytag="QuantLib::DiscretizedAsset::values" ></a>
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<a class="el" href="a00862.html">Array</a> &amp;&nbsp;</td><td class="memItemRight" valign=bottom><b>values</b> ()</td></tr>
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<tr><td class="memItemLeft" nowrap align=right valign=top><a class="anchor" name="a7" doxytag="QuantLib::DiscretizedAsset::method" ></a>
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const <a class="el" href="a01085.html">Handle</a>&lt; <a class="el" href="a01210.html">NumericalMethod</a> &gt; &amp;&nbsp;</td><td class="memItemRight" valign=bottom><b>method</b> () const </td></tr>
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<tr><td class="memItemLeft" nowrap align=right valign=top>virtual void&nbsp;</td><td class="memItemRight" valign=bottom><a class="el" href="a01001.html#a8">preAdjustValues</a> ()</td></tr>
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<tr><td class="memItemLeft" nowrap align=right valign=top>virtual void&nbsp;</td><td class="memItemRight" valign=bottom><a class="el" href="a01001.html#a9">postAdjustValues</a> ()</td></tr>
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<tr><td class="memItemLeft" nowrap align=right valign=top><a class="anchor" name="a10" doxytag="QuantLib::DiscretizedAsset::adjustValues" ></a>
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void&nbsp;</td><td class="memItemRight" valign=bottom><b>adjustValues</b> ()</td></tr>
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<tr><td class="memItemLeft" nowrap align=right valign=top><a class="anchor" name="a11" doxytag="QuantLib::DiscretizedAsset::addTimesTo" ></a>
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virtual void&nbsp;</td><td class="memItemRight" valign=bottom><b>addTimesTo</b> (std::list&lt; Time &gt; &amp;times) const </td></tr>
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<tr><td colspan=2><br><h2>Protected Member Functions</h2></td></tr>
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<tr><td class="memItemLeft" nowrap align=right valign=top><a class="anchor" name="b0" doxytag="QuantLib::DiscretizedAsset::isOnTime" ></a>
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bool&nbsp;</td><td class="memItemRight" valign=bottom><b>isOnTime</b> (Time t) const </td></tr>
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<tr><td colspan=2><br><h2>Protected Attributes</h2></td></tr>
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<tr><td class="memItemLeft" nowrap align=right valign=top><a class="anchor" name="p0" doxytag="QuantLib::DiscretizedAsset::time_" ></a>
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Time&nbsp;</td><td class="memItemRight" valign=bottom><b>time_</b></td></tr>
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<tr><td class="memItemLeft" nowrap align=right valign=top><a class="anchor" name="p1" doxytag="QuantLib::DiscretizedAsset::values_" ></a>
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<a class="el" href="a00862.html">Array</a>&nbsp;</td><td class="memItemRight" valign=bottom><b>values_</b></td></tr>
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</table>
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<hr><h2>Member Function Documentation</h2>
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<a class="anchor" name="a8" doxytag="QuantLib::DiscretizedAsset::preAdjustValues" ></a><p>
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<table class="mdTable" width="100%" cellpadding="2" cellspacing="0">
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  <tr>
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    <td class="mdRow">
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      <table cellpadding="0" cellspacing="0" border="0">
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        <tr>
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          <td class="md" nowrap valign="top"> virtual void preAdjustValues </td>
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          <td class="md" valign="top">(&nbsp;</td>
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          <td class="mdname1" valign="top" nowrap>          </td>
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          <td class="md" valign="top">&nbsp;)&nbsp;</td>
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          <td class="md" nowrap><code> [virtual]</code></td>
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        </tr>
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      </table>
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    </td>
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  </tr>
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</table>
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<table cellspacing=5 cellpadding=0 border=0>
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  <tr>
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    <td>
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      &nbsp;
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    </td>
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    <td>
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<p>
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This method will be invoked after rollback and before any other asset (i.e., an option on this one) has any chance to look at the values. For instance, payments happening at times already spanned by the rollback will be added here.     </td>
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  </tr>
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</table>
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<a class="anchor" name="a9" doxytag="QuantLib::DiscretizedAsset::postAdjustValues" ></a><p>
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<table class="mdTable" width="100%" cellpadding="2" cellspacing="0">
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  <tr>
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    <td class="mdRow">
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      <table cellpadding="0" cellspacing="0" border="0">
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        <tr>
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          <td class="md" nowrap valign="top"> virtual void postAdjustValues </td>
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          <td class="md" valign="top">(&nbsp;</td>
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          <td class="mdname1" valign="top" nowrap>          </td>
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          <td class="md" valign="top">&nbsp;)&nbsp;</td>
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          <td class="md" nowrap><code> [virtual]</code></td>
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        </tr>
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      </table>
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    </td>
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  </tr>
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</table>
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<table cellspacing=5 cellpadding=0 border=0>
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  <tr>
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    <td>
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      &nbsp;
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    </td>
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    <td>
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<p>
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This method will be invoked after rollback and after any other asset had their chance to look at the values. For instance, payments happening at the present time (and therefore not included in an option to be exercised at this time) will be added here. 
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<p>
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Reimplemented in <a class="el" href="a01004.html#a2">DiscretizedOption</a>.    </td>
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  </tr>
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</table>
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</tbody>
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</table>
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<hr>
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<table align="top" width="100%">
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<tr>
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<td align="middle" width="33%">
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<strong>QuantLib.org</strong><br>
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<a href="http://quantlib.org/">
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<img src="QL-small.jpg" alt="QuantLib" align="middle" border=0>
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</a>
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</td>
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<td align="middle" width="33%">
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<strong>Hosted by</strong><br>
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<a href="http://sourceforge.net"><img src=
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"sfnetlogo.png" width="88" height="31"
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border="0" alt="SourceForge.net Logo"></a>
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</td>
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<td align="middle" width="33%">
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<strong>Documentation generated by</strong><br>
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<a href="http://www.doxygen.org">
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<img src="doxygen.png" alt="doxygen" align="middle" border=0 width=110 height=53>
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</a></td>
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</tr>
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</table>
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</body>
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</html>