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<title>QuantLib: DiscretizedOption Class Reference</title>
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<a class="el" href="namespace_quant_lib.html">QuantLib</a>::<a class="el" href="class_quant_lib_1_1_discretized_option.html">DiscretizedOption</a></div>
<h1>DiscretizedOption Class Reference</h1><!-- doxytag: class="QuantLib::DiscretizedOption" --><!-- doxytag: inherits="QuantLib::DiscretizedAsset" --><code>#include <ql/discretizedasset.hpp></code>
<p>
<div class="dynheader">
Inheritance diagram for DiscretizedOption:</div>
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<p><center><img src="class_quant_lib_1_1_discretized_option__inherit__graph.png" border="0" usemap="#_discretized_option__inherit__map" alt="Inheritance graph"></center>
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<area shape="rect" href="class_quant_lib_1_1_discretized_asset.html" title="Discretized asset class used by numerical methods." alt="" coords="8,7,136,33"></map>
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<p>
<a href="class_quant_lib_1_1_discretized_option-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
Discretized option on a given asset.
<p>
<dl compact><dt><b><a class="el" href="caveats.html#_caveats000004">Warning:</a></b></dt><dd>it is advised that derived classes take care of creating and initializing themselves an instance of the underlying. </dd></dl>
<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="bacbceb782d539eeeb836afe7ee01171"></a><!-- doxytag: member="QuantLib::DiscretizedOption::DiscretizedOption" ref="bacbceb782d539eeeb836afe7ee01171" args="(const boost::shared_ptr< DiscretizedAsset > &underlying, Exercise::Type exerciseType, const std::vector< Time > &exerciseTimes)" -->
</td><td class="memItemRight" valign="bottom"><b>DiscretizedOption</b> (const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_discretized_asset.html">DiscretizedAsset</a> > &underlying, Exercise::Type exerciseType, const std::vector< <a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > &exerciseTimes)</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_option.html#1142d869230e14e04fc5d755b9b15e52">reset</a> (<a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> size)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">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_option.html#bf1a1554b3879da28736befc32b88312">mandatoryTimes</a> () const </td></tr>
<tr><td colspan="2"><br><h2>Protected Member Functions</h2></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_option.html#85429fd2334469ecf405ecf57a624b73">postAdjustValuesImpl</a> ()</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ccdcbcff5f1e292359648da5f6042a0b"></a><!-- doxytag: member="QuantLib::DiscretizedOption::applyExerciseCondition" ref="ccdcbcff5f1e292359648da5f6042a0b" args="()" -->
void </td><td class="memItemRight" valign="bottom"><b>applyExerciseCondition</b> ()</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="3cb688d04b32770e59cf4307f444eea5"></a><!-- doxytag: member="QuantLib::DiscretizedOption::underlying_" ref="3cb688d04b32770e59cf4307f444eea5" args="" -->
boost::shared_ptr<br>
< <a class="el" href="class_quant_lib_1_1_discretized_asset.html">DiscretizedAsset</a> > </td><td class="memItemRight" valign="bottom"><b>underlying_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b5b4d0728a0c51a6fbada4d450cb6f3e"></a><!-- doxytag: member="QuantLib::DiscretizedOption::exerciseType_" ref="b5b4d0728a0c51a6fbada4d450cb6f3e" args="" -->
Exercise::Type </td><td class="memItemRight" valign="bottom"><b>exerciseType_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a010100d61810501bed98b1773802fe5"></a><!-- doxytag: member="QuantLib::DiscretizedOption::exerciseTimes_" ref="a010100d61810501bed98b1773802fe5" args="" -->
std::vector< <a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > </td><td class="memItemRight" valign="bottom"><b>exerciseTimes_</b></td></tr>
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<hr><h2>Member Function Documentation</h2>
<a class="anchor" name="1142d869230e14e04fc5d755b9b15e52"></a><!-- doxytag: member="QuantLib::DiscretizedOption::reset" ref="1142d869230e14e04fc5d755b9b15e52" args="(Size size)" -->
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<td class="memname">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> [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>Implements <a class="el" href="class_quant_lib_1_1_discretized_asset.html#95238187618927d950bb01e363f772dd">DiscretizedAsset</a>.</p>
</div>
</div><p>
<a class="anchor" name="bf1a1554b3879da28736befc32b88312"></a><!-- doxytag: member="QuantLib::DiscretizedOption::mandatoryTimes" ref="bf1a1554b3879da28736befc32b88312" args="() const " -->
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<td class="memname">std::vector< <a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > mandatoryTimes </td>
<td>(</td>
<td class="paramname"> </td>
<td> ) </td>
<td width="100%"> const<code> [virtual]</code></td>
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<p>
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>Implements <a class="el" href="class_quant_lib_1_1_discretized_asset.html#ce8de2f1297ce9bfbfb64cdf13f98ddc">DiscretizedAsset</a>.</p>
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</div><p>
<a class="anchor" name="85429fd2334469ecf405ecf57a624b73"></a><!-- doxytag: member="QuantLib::DiscretizedOption::postAdjustValuesImpl" ref="85429fd2334469ecf405ecf57a624b73" args="()" -->
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<td class="memname">void postAdjustValuesImpl </td>
<td>(</td>
<td class="paramname"> </td>
<td> ) </td>
<td width="100%"><code> [protected, virtual]</code></td>
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<div class="memdoc">
<p>
This method performs the actual post-adjustment
<p>Reimplemented from <a class="el" href="class_quant_lib_1_1_discretized_asset.html#371a4f1247c8ff3fc41d288a3ab3164a">DiscretizedAsset</a>.</p>
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