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<b>QuantLib</b>::<a class="el" href="class_quant_lib_1_1_numerical_method.html">NumericalMethod</a></div>
<h1>NumericalMethod Class Reference</h1><!-- doxytag: class="QuantLib::NumericalMethod" --><code>#include &lt;ql/numericalmethod.hpp&gt;</code>
<p>
Inheritance diagram for NumericalMethod:<p><center><img src="class_quant_lib_1_1_numerical_method__inherit__graph.png" border="0" usemap="#_numerical_method__inherit__map" alt="Inheritance graph"></center>
<map name="_numerical_method__inherit__map">
<area href="class_quant_lib_1_1_lattice.html" shape="rect" coords="352,6,419,30" alt="">
<area href="class_quant_lib_1_1_lattice.html" shape="rect" coords="215,54,556,78" alt="">
<area href="class_quant_lib_1_1_lattice.html" shape="rect" coords="195,102,576,126" alt="">
<area href="class_quant_lib_1_1_lattice.html" shape="rect" coords="196,150,575,174" alt="">
</map>
<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center><a href="class_quant_lib_1_1_numerical_method-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
Numerical method (tree, finite-differences) base class. 
<p>
<table border="0" cellpadding="0" cellspacing="0">
<tr><td></td></tr>
<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="35efaf0158b051b03c06a8466adb2445"></a><!-- doxytag: member="QuantLib::NumericalMethod::NumericalMethod" ref="35efaf0158b051b03c06a8466adb2445" args="(const TimeGrid &amp;timeGrid)" -->
&nbsp;</td><td class="memItemRight" valign="bottom"><b>NumericalMethod</b> (const <a class="el" href="class_quant_lib_1_1_time_grid.html">TimeGrid</a> &amp;timeGrid)</td></tr>

<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8427749a9d5df63c5f4b2c7916e159f8"></a><!-- doxytag: member="QuantLib::NumericalMethod::grid" ref="8427749a9d5df63c5f4b2c7916e159f8" args="(Time) const=0" -->
virtual <a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>&lt; <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &gt;&nbsp;</td><td class="memItemRight" valign="bottom"><b>grid</b> (Time) const=0</td></tr>

<tr><td colspan="2"><div class="groupHeader">Inspectors</div></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b1b4f3ee63c7fc18845e10236dd5df8d"></a><!-- doxytag: member="QuantLib::NumericalMethod::timeGrid" ref="b1b4f3ee63c7fc18845e10236dd5df8d" args="() const" -->
const <a class="el" href="class_quant_lib_1_1_time_grid.html">TimeGrid</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>timeGrid</b> () const</td></tr>

<tr><td colspan="2"><div class="groupHeader">Numerical method interface</div></td></tr>
<tr><td colspan="2"><div class="groupText">These methods are to be used by discretized assets and must be overridden by developers implementing numerical methods. Users are advised to use the corresponding methods of DiscretizedAsset instead. <br><br></div></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8f3082121a4d10bf0c4e141212935378"></a><!-- doxytag: member="QuantLib::NumericalMethod::initialize" ref="8f3082121a4d10bf0c4e141212935378" args="(DiscretizedAsset &amp;, Time time) const =0" -->
virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_numerical_method.html#8f3082121a4d10bf0c4e141212935378">initialize</a> (<a class="el" href="class_quant_lib_1_1_discretized_asset.html">DiscretizedAsset</a> &amp;, Time time) const =0</td></tr>

<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">initialize an asset at the given time. <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_numerical_method.html#11cff1e1731dd65090dddf5d8ca50eb3">rollback</a> (<a class="el" href="class_quant_lib_1_1_discretized_asset.html">DiscretizedAsset</a> &amp;, Time to) const=0</td></tr>

<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_numerical_method.html#fae616a473afe94e5f0fcea5e6d81b74">partialRollback</a> (<a class="el" href="class_quant_lib_1_1_discretized_asset.html">DiscretizedAsset</a> &amp;, Time to) const=0</td></tr>

<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="49ed9e8570141da1745cba737d4fe013"></a><!-- doxytag: member="QuantLib::NumericalMethod::presentValue" ref="49ed9e8570141da1745cba737d4fe013" args="(DiscretizedAsset &amp;) const=0" -->
virtual <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_numerical_method.html#49ed9e8570141da1745cba737d4fe013">presentValue</a> (<a class="el" href="class_quant_lib_1_1_discretized_asset.html">DiscretizedAsset</a> &amp;) const=0</td></tr>

<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">computes the present value of an asset. <br></td></tr>
<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b90fa1dcf13b5f32d2e434defca13d21"></a><!-- doxytag: member="QuantLib::NumericalMethod::t_" ref="b90fa1dcf13b5f32d2e434defca13d21" args="" -->
<a class="el" href="class_quant_lib_1_1_time_grid.html">TimeGrid</a>&nbsp;</td><td class="memItemRight" valign="bottom"><b>t_</b></td></tr>

</table>
<hr><h2>Member Function Documentation</h2>
<a class="anchor" name="11cff1e1731dd65090dddf5d8ca50eb3"></a><!-- doxytag: member="QuantLib::NumericalMethod::rollback" ref="11cff1e1731dd65090dddf5d8ca50eb3" args="(DiscretizedAsset &amp;, Time to) const=0" -->
<div class="memitem">
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          <td class="memname">virtual void rollback           </td>
          <td>(</td>
          <td class="paramtype"><a class="el" href="class_quant_lib_1_1_discretized_asset.html">DiscretizedAsset</a> &amp;&nbsp;</td>
          <td class="paramname">, </td>
        </tr>
        <tr>
          <td class="paramkey"></td>
          <td></td>
          <td class="paramtype">Time&nbsp;</td>
          <td class="paramname"> <em>to</em></td><td>&nbsp;</td>
        </tr>
        <tr>
          <td></td>
          <td>)</td>
          <td></td><td></td><td width="100%"> const<code> [pure virtual]</code></td>
        </tr>
      </table>
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<p>
Roll back an asset until the given time, performing any needed adjustment. 
<p>
Implemented in <a class="el" href="class_quant_lib_1_1_lattice.html#76086cb813dfb54bedee9ccac8946988">Lattice</a>, <a class="el" href="class_quant_lib_1_1_tsiveriotis_fernandes_lattice.html#76086cb813dfb54bedee9ccac8946988">TsiveriotisFernandesLattice</a>, <a class="el" href="class_quant_lib_1_1_lattice.html#76086cb813dfb54bedee9ccac8946988">Lattice&lt; QuantLib::BlackScholesLattice&lt; T &gt; &gt;</a>, <a class="el" href="class_quant_lib_1_1_lattice.html#76086cb813dfb54bedee9ccac8946988">Lattice&lt; QuantLib::OneFactorModel::ShortRateTree &gt;</a>, and <a class="el" href="class_quant_lib_1_1_lattice.html#76086cb813dfb54bedee9ccac8946988">Lattice&lt; QuantLib::TwoFactorModel::ShortRateTree &gt;</a>.
</div>
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<a class="anchor" name="fae616a473afe94e5f0fcea5e6d81b74"></a><!-- doxytag: member="QuantLib::NumericalMethod::partialRollback" ref="fae616a473afe94e5f0fcea5e6d81b74" args="(DiscretizedAsset &amp;, Time to) const=0" -->
<div class="memitem">
<div class="memproto">
      <table class="memname">
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          <td class="memname">virtual void partialRollback           </td>
          <td>(</td>
          <td class="paramtype"><a class="el" href="class_quant_lib_1_1_discretized_asset.html">DiscretizedAsset</a> &amp;&nbsp;</td>
          <td class="paramname">, </td>
        </tr>
        <tr>
          <td class="paramkey"></td>
          <td></td>
          <td class="paramtype">Time&nbsp;</td>
          <td class="paramname"> <em>to</em></td><td>&nbsp;</td>
        </tr>
        <tr>
          <td></td>
          <td>)</td>
          <td></td><td></td><td width="100%"> const<code> [pure virtual]</code></td>
        </tr>
      </table>
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<div class="memdoc">

<p>
Roll back an asset until the given time, but do not perform the final adjustment.<p>
<dl compact><dt><b><a class="el" href="caveats.html#_caveats000062">Warning:</a></b></dt><dd>In version 0.3.7 and earlier, this method was called rollAlmostBack method and performed pre-adjustment. This is no longer true; when migrating your code, you'll have to replace calls such as: <div class="fragment"><pre class="fragment">                     method-&gt;rollAlmostBack(asset,t);
</pre></div> with the two statements: <div class="fragment"><pre class="fragment">                     method-&gt;partialRollback(asset,t);
                     asset-&gt;preAdjustValues();
</pre></div> </dd></dl>

<p>
Implemented in <a class="el" href="class_quant_lib_1_1_lattice.html#b295d7d0092f6d1fc6a43b74f21afd2c">Lattice</a>, <a class="el" href="class_quant_lib_1_1_tsiveriotis_fernandes_lattice.html#b295d7d0092f6d1fc6a43b74f21afd2c">TsiveriotisFernandesLattice</a>, <a class="el" href="class_quant_lib_1_1_lattice.html#b295d7d0092f6d1fc6a43b74f21afd2c">Lattice&lt; QuantLib::BlackScholesLattice&lt; T &gt; &gt;</a>, <a class="el" href="class_quant_lib_1_1_lattice.html#b295d7d0092f6d1fc6a43b74f21afd2c">Lattice&lt; QuantLib::OneFactorModel::ShortRateTree &gt;</a>, and <a class="el" href="class_quant_lib_1_1_lattice.html#b295d7d0092f6d1fc6a43b74f21afd2c">Lattice&lt; QuantLib::TwoFactorModel::ShortRateTree &gt;</a>.
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