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<a class="el" href="namespace_quant_lib.html">QuantLib</a>::<a class="el" href="class_quant_lib_1_1_discretized_asset.html">DiscretizedAsset</a></div>
<h1>DiscretizedAsset Class Reference</h1><!-- doxytag: class="QuantLib::DiscretizedAsset" --><code>#include <ql/discretizedasset.hpp></code>
<p>
<div class="dynheader">
Inheritance diagram for DiscretizedAsset:</div>
<div class="dynsection">
<p><center><img src="class_quant_lib_1_1_discretized_asset__inherit__graph.png" border="0" usemap="#_discretized_asset__inherit__map" alt="Inheritance graph"></center>
<map name="_discretized_asset__inherit__map">
<area shape="rect" href="class_quant_lib_1_1_discretized_discount_bond.html" title="Useful discretized discount bond asset." alt="" coords="5,84,187,111"><area shape="rect" href="class_quant_lib_1_1_discretized_option.html" title="Discretized option on a given asset." alt="" coords="211,84,344,111"></map>
<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
<p>
<a href="class_quant_lib_1_1_discretized_asset-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
Discretized asset class used by numerical methods. <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 colspan="2"><div class="groupHeader">inspectors</div></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5868da364bb0ac7ca08b2c72d3fb2f78"></a><!-- doxytag: member="QuantLib::DiscretizedAsset::time" ref="5868da364bb0ac7ca08b2c72d3fb2f78" args="() const " -->
<a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> </td><td class="memItemRight" valign="bottom"><b>time</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="252c914b2d10cfe6e7d555128185d5d7"></a><!-- doxytag: member="QuantLib::DiscretizedAsset::time" ref="252c914b2d10cfe6e7d555128185d5d7" args="()" -->
<a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> & </td><td class="memItemRight" valign="bottom"><b>time</b> ()</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="48c7f1d36a56d07e9e3e80d431cbd83f"></a><!-- doxytag: member="QuantLib::DiscretizedAsset::values" ref="48c7f1d36a56d07e9e3e80d431cbd83f" args="() const " -->
const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> & </td><td class="memItemRight" valign="bottom"><b>values</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a3153146194de0ef429000ccd8c7eb25"></a><!-- doxytag: member="QuantLib::DiscretizedAsset::values" ref="a3153146194de0ef429000ccd8c7eb25" args="()" -->
<a class="el" href="class_quant_lib_1_1_array.html">Array</a> & </td><td class="memItemRight" valign="bottom"><b>values</b> ()</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c84cebad0f78a2f5a5e9228b900bfab5"></a><!-- doxytag: member="QuantLib::DiscretizedAsset::method" ref="c84cebad0f78a2f5a5e9228b900bfab5" args="() const " -->
const boost::shared_ptr<br>
< <a class="el" href="class_quant_lib_1_1_lattice.html">Lattice</a> > & </td><td class="memItemRight" valign="bottom"><b>method</b> () const </td></tr>
<tr><td colspan="2"><div class="groupHeader">High-level interface</div></td></tr>
<tr><td colspan="2"><div class="groupText">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. <br><br></div></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6cef7fe12b71383095431da763298442"></a><!-- doxytag: member="QuantLib::DiscretizedAsset::initialize" ref="6cef7fe12b71383095431da763298442" args="(const boost::shared_ptr< Lattice > &, Time t)" -->
void </td><td class="memItemRight" valign="bottom"><b>initialize</b> (const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_lattice.html">Lattice</a> > &, <a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> t)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ef4cbc1d4c3994be66cc8b8a943e5151"></a><!-- doxytag: member="QuantLib::DiscretizedAsset::rollback" ref="ef4cbc1d4c3994be66cc8b8a943e5151" args="(Time to)" -->
void </td><td class="memItemRight" valign="bottom"><b>rollback</b> (<a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> to)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a2f3ac04333282912860221a3b90e23b"></a><!-- doxytag: member="QuantLib::DiscretizedAsset::partialRollback" ref="a2f3ac04333282912860221a3b90e23b" args="(Time to)" -->
void </td><td class="memItemRight" valign="bottom"><b>partialRollback</b> (<a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> to)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6c08e31d5f5a5d45b311bae8c7f4b0f2"></a><!-- doxytag: member="QuantLib::DiscretizedAsset::presentValue" ref="6c08e31d5f5a5d45b311bae8c7f4b0f2" args="()" -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>presentValue</b> ()</td></tr>
<tr><td colspan="2"><div class="groupHeader">Low-level interface</div></td></tr>
<tr><td colspan="2"><div class="groupText">These methods (that developers should override when deriving from DiscretizedAsset) are to be used by numerical methods and not directly by users, with the exception of adjustValues(), preAdjustValues() and postAdjustValues() that can be used together with partialRollback(). <br><br></div></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_discretized_asset.html#95238187618927d950bb01e363f772dd">reset</a> (<a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> size)=0</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_discretized_asset.html#550c12c68b9f731f0017dd8f826c7afa">preAdjustValues</a> ()</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_discretized_asset.html#5c6657e78e9d0771e7df6761853e2042">postAdjustValues</a> ()</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_discretized_asset.html#3fd0b540d11b207a4dffcac657330b3d">adjustValues</a> ()</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual std::vector< <a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_discretized_asset.html#ce8de2f1297ce9bfbfb64cdf13f98ddc">mandatoryTimes</a> () const =0</td></tr>
<tr><td colspan="2"><br><h2>Protected Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">bool </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_discretized_asset.html#e39867f35c28df8a77f62d659f6b7ad5">isOnTime</a> (<a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> t) const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_discretized_asset.html#1cd0989529ea6494ee706dd772506455">preAdjustValuesImpl</a> ()</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_discretized_asset.html#371a4f1247c8ff3fc41d288a3ab3164a">postAdjustValuesImpl</a> ()</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="e97b689c7df7487279f31ab5af9b3762"></a><!-- doxytag: member="QuantLib::DiscretizedAsset::time_" ref="e97b689c7df7487279f31ab5af9b3762" args="" -->
<a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> </td><td class="memItemRight" valign="bottom"><b>time_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="fb82cc42be705c48a8351e203748b02d"></a><!-- doxytag: member="QuantLib::DiscretizedAsset::latestPreAdjustment_" ref="fb82cc42be705c48a8351e203748b02d" args="" -->
<a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> </td><td class="memItemRight" valign="bottom"><b>latestPreAdjustment_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bb9ebdedf694d081a3763668136bfc7f"></a><!-- doxytag: member="QuantLib::DiscretizedAsset::latestPostAdjustment_" ref="bb9ebdedf694d081a3763668136bfc7f" args="" -->
<a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> </td><td class="memItemRight" valign="bottom"><b>latestPostAdjustment_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="99a3a78defaeab5ede226107da665b96"></a><!-- doxytag: member="QuantLib::DiscretizedAsset::values_" ref="99a3a78defaeab5ede226107da665b96" args="" -->
<a class="el" href="class_quant_lib_1_1_array.html">Array</a> </td><td class="memItemRight" valign="bottom"><b>values_</b></td></tr>
</table>
<hr><h2>Member Function Documentation</h2>
<a class="anchor" name="95238187618927d950bb01e363f772dd"></a><!-- doxytag: member="QuantLib::DiscretizedAsset::reset" ref="95238187618927d950bb01e363f772dd" args="(Size size)=0" -->
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<td class="memname">virtual void reset </td>
<td>(</td>
<td class="paramtype"><a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> </td>
<td class="paramname"> <em>size</em> </td>
<td> ) </td>
<td width="100%"><code> [pure virtual]</code></td>
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<p>
This method should initialize the asset values to an <a class="el" href="class_quant_lib_1_1_array.html" title="1-D array used in linear algebra.">Array</a> of the given size and with values depending on the particular asset.
<p>Implemented in <a class="el" href="class_quant_lib_1_1_discretized_discount_bond.html#1142d869230e14e04fc5d755b9b15e52">DiscretizedDiscountBond</a>, and <a class="el" href="class_quant_lib_1_1_discretized_option.html#1142d869230e14e04fc5d755b9b15e52">DiscretizedOption</a>.</p>
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<a class="anchor" name="550c12c68b9f731f0017dd8f826c7afa"></a><!-- doxytag: member="QuantLib::DiscretizedAsset::preAdjustValues" ref="550c12c68b9f731f0017dd8f826c7afa" args="()" -->
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<td class="memname">void preAdjustValues </td>
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<p>
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.<p>
This method is not virtual; derived classes must override the protected <a class="el" href="class_quant_lib_1_1_discretized_asset.html#1cd0989529ea6494ee706dd772506455">preAdjustValuesImpl()</a> method instead.
</div>
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<a class="anchor" name="5c6657e78e9d0771e7df6761853e2042"></a><!-- doxytag: member="QuantLib::DiscretizedAsset::postAdjustValues" ref="5c6657e78e9d0771e7df6761853e2042" args="()" -->
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<td class="memname">void postAdjustValues </td>
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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.<p>
This method is not virtual; derived classes must override the protected <a class="el" href="class_quant_lib_1_1_discretized_asset.html#371a4f1247c8ff3fc41d288a3ab3164a">postAdjustValuesImpl()</a> method instead.
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<a class="anchor" name="3fd0b540d11b207a4dffcac657330b3d"></a><!-- doxytag: member="QuantLib::DiscretizedAsset::adjustValues" ref="3fd0b540d11b207a4dffcac657330b3d" args="()" -->
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<td class="memname">void adjustValues </td>
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This method performs both pre- and post-adjustment
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<a class="anchor" name="ce8de2f1297ce9bfbfb64cdf13f98ddc"></a><!-- doxytag: member="QuantLib::DiscretizedAsset::mandatoryTimes" ref="ce8de2f1297ce9bfbfb64cdf13f98ddc" args="() const =0" -->
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<td class="memname">virtual std::vector<<a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a>> mandatoryTimes </td>
<td>(</td>
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<td width="100%"> const<code> [pure virtual]</code></td>
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This method returns the times at which the numerical method should stop while rolling back the asset. Typical examples include payment times, exercise times and such.<p>
<dl class="note" compact><dt><b>Note:</b></dt><dd>The returned values are not guaranteed to be sorted. </dd></dl>
<p>Implemented in <a class="el" href="class_quant_lib_1_1_discretized_discount_bond.html#6e828e998575c34212a2a16f6cba617d">DiscretizedDiscountBond</a>, and <a class="el" href="class_quant_lib_1_1_discretized_option.html#bf1a1554b3879da28736befc32b88312">DiscretizedOption</a>.</p>
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<a class="anchor" name="e39867f35c28df8a77f62d659f6b7ad5"></a><!-- doxytag: member="QuantLib::DiscretizedAsset::isOnTime" ref="e39867f35c28df8a77f62d659f6b7ad5" args="(Time t) const " -->
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<td class="memname">bool isOnTime </td>
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<td class="paramname"> <em>t</em> </td>
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<td width="100%"> const<code> [protected]</code></td>
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This method checks whether the asset was rolled at the given time.
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<a class="anchor" name="1cd0989529ea6494ee706dd772506455"></a><!-- doxytag: member="QuantLib::DiscretizedAsset::preAdjustValuesImpl" ref="1cd0989529ea6494ee706dd772506455" args="()" -->
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<td class="memname">virtual void preAdjustValuesImpl </td>
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<td width="100%"><code> [protected, virtual]</code></td>
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This method performs the actual pre-adjustment
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<a class="anchor" name="371a4f1247c8ff3fc41d288a3ab3164a"></a><!-- doxytag: member="QuantLib::DiscretizedAsset::postAdjustValuesImpl" ref="371a4f1247c8ff3fc41d288a3ab3164a" args="()" -->
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<td class="memname">virtual void postAdjustValuesImpl </td>
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<td width="100%"><code> [protected, virtual]</code></td>
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This method performs the actual post-adjustment
<p>Reimplemented in <a class="el" href="class_quant_lib_1_1_discretized_option.html#85429fd2334469ecf405ecf57a624b73">DiscretizedOption</a>.</p>
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