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<title>QuantLib: MarketModelComposite 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_market_model_composite.html">MarketModelComposite</a></div>
<h1>MarketModelComposite Class Reference</h1><!-- doxytag: class="QuantLib::MarketModelComposite" --><!-- doxytag: inherits="QuantLib::MarketModelMultiProduct" --><code>#include <ql/models/marketmodels/products/compositeproduct.hpp></code>
<p>
<div class="dynheader">
Inheritance diagram for MarketModelComposite:</div>
<div class="dynsection">
<p><center><img src="class_quant_lib_1_1_market_model_composite__inherit__graph.png" border="0" usemap="#_market_model_composite__inherit__map" alt="Inheritance graph"></center>
<map name="_market_model_composite__inherit__map">
<area shape="rect" href="class_quant_lib_1_1_multi_product_composite.html" title="Composition of one or more market-model products." alt="" coords="5,161,179,188"><area shape="rect" href="class_quant_lib_1_1_single_product_composite.html" title="Composition of one or more market-model products." alt="" coords="203,161,384,188"><area shape="rect" href="class_quant_lib_1_1_market_model_multi_product.html" title="market-model product" alt="" coords="99,7,285,33"></map>
<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
<p>
<a href="class_quant_lib_1_1_market_model_composite-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
Composition of two or more market-model products.
<p>
Instances of this class build a market-model product by composing one or more subproducts.<p>
<dl class="pre" compact><dt><b>Precondition:</b></dt><dd>All subproducts must have the same rate times. </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 colspan="2"><div class="groupHeader">MarketModelMultiProduct interface</div></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="fa0882cb7e47518f285e2bc573d954a9"></a><!-- doxytag: member="QuantLib::MarketModelComposite::evolution" ref="fa0882cb7e47518f285e2bc573d954a9" args="() const " -->
const <a class="el" href="class_quant_lib_1_1_evolution_description.html">EvolutionDescription</a> & </td><td class="memItemRight" valign="bottom"><b>evolution</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="af801d7941a97da6022733449a2a0e24"></a><!-- doxytag: member="QuantLib::MarketModelComposite::suggestedNumeraires" ref="af801d7941a97da6022733449a2a0e24" args="() const " -->
std::vector< <a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> > </td><td class="memItemRight" valign="bottom"><b>suggestedNumeraires</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="56865e26489f9b92ffd7aa1adf6cbc09"></a><!-- doxytag: member="QuantLib::MarketModelComposite::possibleCashFlowTimes" ref="56865e26489f9b92ffd7aa1adf6cbc09" args="() const " -->
std::vector< <a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > </td><td class="memItemRight" valign="bottom"><b>possibleCashFlowTimes</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d20897c5c8bd47f5d4005989bead0e55"></a><!-- doxytag: member="QuantLib::MarketModelComposite::reset" ref="d20897c5c8bd47f5d4005989bead0e55" args="()" -->
void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_market_model_composite.html#d20897c5c8bd47f5d4005989bead0e55">reset</a> ()</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">during simulation put product at start of path <br></td></tr>
<tr><td colspan="2"><div class="groupHeader">Composite facilities</div></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d54deb7b69bb7f1f927eef29a76e2d2d"></a><!-- doxytag: member="QuantLib::MarketModelComposite::add" ref="d54deb7b69bb7f1f927eef29a76e2d2d" args="(const Clone< MarketModelMultiProduct > &, Real multiplier=1.0)" -->
void </td><td class="memItemRight" valign="bottom"><b>add</b> (const <a class="el" href="class_quant_lib_1_1_clone.html">Clone</a>< <a class="el" href="class_quant_lib_1_1_market_model_multi_product.html">MarketModelMultiProduct</a> > &, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> multiplier=1.0)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="dccee83ceafb42605c0b5a54decba11a"></a><!-- doxytag: member="QuantLib::MarketModelComposite::subtract" ref="dccee83ceafb42605c0b5a54decba11a" args="(const Clone< MarketModelMultiProduct > &, Real multiplier=1.0)" -->
void </td><td class="memItemRight" valign="bottom"><b>subtract</b> (const <a class="el" href="class_quant_lib_1_1_clone.html">Clone</a>< <a class="el" href="class_quant_lib_1_1_market_model_multi_product.html">MarketModelMultiProduct</a> > &, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> multiplier=1.0)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="32d626626eee0bc4ade146973f6abb1c"></a><!-- doxytag: member="QuantLib::MarketModelComposite::finalize" ref="32d626626eee0bc4ade146973f6abb1c" args="()" -->
void </td><td class="memItemRight" valign="bottom"><b>finalize</b> ()</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9d78a687cf2a391198bb3cbc08bc06cb"></a><!-- doxytag: member="QuantLib::MarketModelComposite::size" ref="9d78a687cf2a391198bb3cbc08bc06cb" args="() const " -->
<a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>size</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4d3832e41ef37ae2b78220d27b32d756"></a><!-- doxytag: member="QuantLib::MarketModelComposite::item" ref="4d3832e41ef37ae2b78220d27b32d756" args="(Size i) const " -->
const <a class="el" href="class_quant_lib_1_1_market_model_multi_product.html">MarketModelMultiProduct</a> & </td><td class="memItemRight" valign="bottom"><b>item</b> (<a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> i) const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="04fc1fdac6123f79e4cfdc37ac11a05d"></a><!-- doxytag: member="QuantLib::MarketModelComposite::item" ref="04fc1fdac6123f79e4cfdc37ac11a05d" args="(Size i)" -->
<a class="el" href="class_quant_lib_1_1_market_model_multi_product.html">MarketModelMultiProduct</a> & </td><td class="memItemRight" valign="bottom"><b>item</b> (<a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> i)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="da5f3aaad6f0c235b22d8835ea01f71f"></a><!-- doxytag: member="QuantLib::MarketModelComposite::multiplier" ref="da5f3aaad6f0c235b22d8835ea01f71f" args="(Size i) const " -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>multiplier</b> (<a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> i) const </td></tr>
<tr><td colspan="2"><br><h2>Protected Types</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8fd3de84f6d91768bff4a6d9fc1af0f0"></a><!-- doxytag: member="QuantLib::MarketModelComposite::iterator" ref="8fd3de84f6d91768bff4a6d9fc1af0f0" args="" -->
typedef std::vector<br>
< SubProduct >::iterator </td><td class="memItemRight" valign="bottom"><b>iterator</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d1bf7b26d29f9abf4bfa131b2a93c575"></a><!-- doxytag: member="QuantLib::MarketModelComposite::const_iterator" ref="d1bf7b26d29f9abf4bfa131b2a93c575" args="" -->
typedef std::vector<br>
< SubProduct >::const_iterator </td><td class="memItemRight" valign="bottom"><b>const_iterator</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="e5b5dafd63887769f063a9d961cb92ad"></a><!-- doxytag: member="QuantLib::MarketModelComposite::components_" ref="e5b5dafd63887769f063a9d961cb92ad" args="" -->
std::vector< SubProduct > </td><td class="memItemRight" valign="bottom"><b>components_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7c5eaa190a38d0d5e7e28ce0a5dafc6f"></a><!-- doxytag: member="QuantLib::MarketModelComposite::rateTimes_" ref="7c5eaa190a38d0d5e7e28ce0a5dafc6f" args="" -->
std::vector< <a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > </td><td class="memItemRight" valign="bottom"><b>rateTimes_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f051a5fac945acae7bc4256d87825405"></a><!-- doxytag: member="QuantLib::MarketModelComposite::evolutionTimes_" ref="f051a5fac945acae7bc4256d87825405" args="" -->
std::vector< <a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > </td><td class="memItemRight" valign="bottom"><b>evolutionTimes_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a5fabad6baffe7913d7edf93e4017faa"></a><!-- doxytag: member="QuantLib::MarketModelComposite::evolution_" ref="a5fabad6baffe7913d7edf93e4017faa" args="" -->
<a class="el" href="class_quant_lib_1_1_evolution_description.html">EvolutionDescription</a> </td><td class="memItemRight" valign="bottom"><b>evolution_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e3118963d637df1bf46db66f470747e6"></a><!-- doxytag: member="QuantLib::MarketModelComposite::finalized_" ref="e3118963d637df1bf46db66f470747e6" args="" -->
bool </td><td class="memItemRight" valign="bottom"><b>finalized_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3495084176af63912be0fa34354c98a9"></a><!-- doxytag: member="QuantLib::MarketModelComposite::currentIndex_" ref="3495084176af63912be0fa34354c98a9" args="" -->
<a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>currentIndex_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6cd744c04d6dec7a1ebdc6dbb7cfcd3a"></a><!-- doxytag: member="QuantLib::MarketModelComposite::cashflowTimes_" ref="6cd744c04d6dec7a1ebdc6dbb7cfcd3a" args="" -->
std::vector< <a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > </td><td class="memItemRight" valign="bottom"><b>cashflowTimes_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3fc479761661c8d56b5b37532512d943"></a><!-- doxytag: member="QuantLib::MarketModelComposite::allEvolutionTimes_" ref="3fc479761661c8d56b5b37532512d943" args="" -->
std::vector< std::vector< <a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > > </td><td class="memItemRight" valign="bottom"><b>allEvolutionTimes_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ae3016cd35fb89184d44552e1756e209"></a><!-- doxytag: member="QuantLib::MarketModelComposite::isInSubset_" ref="ae3016cd35fb89184d44552e1756e209" args="" -->
std::vector< std::vector< bool > > </td><td class="memItemRight" valign="bottom"><b>isInSubset_</b></td></tr>
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