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<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
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<li class="navelem"><b>QuantLib</b> </li>
<li class="navelem"><a class="el" href="class_quant_lib_1_1_market_model_composite.html">MarketModelComposite</a> </li>
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<a href="#pro-types">Protected Types</a> |
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<div class="title">MarketModelComposite Class Reference</div> </div>
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<!-- doxytag: class="QuantLib::MarketModelComposite" --><!-- doxytag: inherits="QuantLib::MarketModelMultiProduct" -->
<p>Composition of two or more market-model products.
<a href="class_quant_lib_1_1_market_model_composite.html#details">More...</a></p>
<p><code>#include <ql/models/marketmodels/products/compositeproduct.hpp></code></p>
<div class="dynheader">
Inheritance diagram for MarketModelComposite:</div>
<div class="dyncontent">
<div class="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"/></div>
<map name="_market_model_composite_inherit__map" id="_market_model_composite_inherit__map">
<area shape="rect" id="node5" href="class_quant_lib_1_1_multi_product_composite.html" title="Composition of one or more market-model products." alt="" coords="5,166,163,197"/><area shape="rect" id="node7" href="class_quant_lib_1_1_single_product_composite.html" title="Composition of one or more market-model products." alt="" coords="187,166,352,197"/><area shape="rect" id="node2" href="class_quant_lib_1_1_market_model_multi_product.html" title="market-model product" alt="" coords="91,6,261,37"/></map>
<center><span class="legend">[<a href="graph_legend.html">legend</a>]</span></center></div>
<p><a href="class_quant_lib_1_1_market_model_composite-members.html">List of all members.</a></p>
<table class="memberdecls">
<tr><td colspan="2"><h2><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr><td colspan="2"><div class="groupHeader">MarketModelMultiProduct interface</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="afa0882cb7e47518f285e2bc573d954a9"></a><!-- doxytag: member="QuantLib::MarketModelComposite::evolution" ref="afa0882cb7e47518f285e2bc573d954a9" 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" align="right" valign="top"><a class="anchor" id="aaf801d7941a97da6022733449a2a0e24"></a><!-- doxytag: member="QuantLib::MarketModelComposite::suggestedNumeraires" ref="aaf801d7941a97da6022733449a2a0e24" args="() const " -->
std::vector< <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> > </td><td class="memItemRight" valign="bottom"><b>suggestedNumeraires</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a56865e26489f9b92ffd7aa1adf6cbc09"></a><!-- doxytag: member="QuantLib::MarketModelComposite::possibleCashFlowTimes" ref="a56865e26489f9b92ffd7aa1adf6cbc09" args="() const " -->
std::vector< <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > </td><td class="memItemRight" valign="bottom"><b>possibleCashFlowTimes</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad20897c5c8bd47f5d4005989bead0e55"></a><!-- doxytag: member="QuantLib::MarketModelComposite::reset" ref="ad20897c5c8bd47f5d4005989bead0e55" args="()" -->
void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_market_model_composite.html#ad20897c5c8bd47f5d4005989bead0e55">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" align="right" valign="top"><a class="anchor" id="ad54deb7b69bb7f1f927eef29a76e2d2d"></a><!-- doxytag: member="QuantLib::MarketModelComposite::add" ref="ad54deb7b69bb7f1f927eef29a76e2d2d" 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#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> multiplier=1.0)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="adccee83ceafb42605c0b5a54decba11a"></a><!-- doxytag: member="QuantLib::MarketModelComposite::subtract" ref="adccee83ceafb42605c0b5a54decba11a" 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#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> multiplier=1.0)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a32d626626eee0bc4ade146973f6abb1c"></a><!-- doxytag: member="QuantLib::MarketModelComposite::finalize" ref="a32d626626eee0bc4ade146973f6abb1c" args="()" -->
void </td><td class="memItemRight" valign="bottom"><b>finalize</b> ()</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a9d78a687cf2a391198bb3cbc08bc06cb"></a><!-- doxytag: member="QuantLib::MarketModelComposite::size" ref="a9d78a687cf2a391198bb3cbc08bc06cb" args="() const " -->
<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>size</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a4d3832e41ef37ae2b78220d27b32d756"></a><!-- doxytag: member="QuantLib::MarketModelComposite::item" ref="a4d3832e41ef37ae2b78220d27b32d756" 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#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> i) const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a04fc1fdac6123f79e4cfdc37ac11a05d"></a><!-- doxytag: member="QuantLib::MarketModelComposite::item" ref="a04fc1fdac6123f79e4cfdc37ac11a05d" 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#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> i)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ada5f3aaad6f0c235b22d8835ea01f71f"></a><!-- doxytag: member="QuantLib::MarketModelComposite::multiplier" ref="ada5f3aaad6f0c235b22d8835ea01f71f" args="(Size i) const " -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>multiplier</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> i) const </td></tr>
<tr><td colspan="2"><h2><a name="pro-types"></a>
Protected Types</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a8fd3de84f6d91768bff4a6d9fc1af0f0"></a><!-- doxytag: member="QuantLib::MarketModelComposite::iterator" ref="a8fd3de84f6d91768bff4a6d9fc1af0f0" args="" -->
typedef std::vector<br class="typebreak"/>
< SubProduct >::iterator </td><td class="memItemRight" valign="bottom"><b>iterator</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad1bf7b26d29f9abf4bfa131b2a93c575"></a><!-- doxytag: member="QuantLib::MarketModelComposite::const_iterator" ref="ad1bf7b26d29f9abf4bfa131b2a93c575" args="" -->
typedef std::vector<br class="typebreak"/>
< SubProduct >::const_iterator </td><td class="memItemRight" valign="bottom"><b>const_iterator</b></td></tr>
<tr><td colspan="2"><h2><a name="pro-attribs"></a>
Protected Attributes</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ae5b5dafd63887769f063a9d961cb92ad"></a><!-- doxytag: member="QuantLib::MarketModelComposite::components_" ref="ae5b5dafd63887769f063a9d961cb92ad" args="" -->
std::vector< SubProduct > </td><td class="memItemRight" valign="bottom"><b>components_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a7c5eaa190a38d0d5e7e28ce0a5dafc6f"></a><!-- doxytag: member="QuantLib::MarketModelComposite::rateTimes_" ref="a7c5eaa190a38d0d5e7e28ce0a5dafc6f" args="" -->
std::vector< <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > </td><td class="memItemRight" valign="bottom"><b>rateTimes_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af051a5fac945acae7bc4256d87825405"></a><!-- doxytag: member="QuantLib::MarketModelComposite::evolutionTimes_" ref="af051a5fac945acae7bc4256d87825405" args="" -->
std::vector< <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > </td><td class="memItemRight" valign="bottom"><b>evolutionTimes_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa5fabad6baffe7913d7edf93e4017faa"></a><!-- doxytag: member="QuantLib::MarketModelComposite::evolution_" ref="aa5fabad6baffe7913d7edf93e4017faa" 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" align="right" valign="top"><a class="anchor" id="ae3118963d637df1bf46db66f470747e6"></a><!-- doxytag: member="QuantLib::MarketModelComposite::finalized_" ref="ae3118963d637df1bf46db66f470747e6" args="" -->
bool </td><td class="memItemRight" valign="bottom"><b>finalized_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a3495084176af63912be0fa34354c98a9"></a><!-- doxytag: member="QuantLib::MarketModelComposite::currentIndex_" ref="a3495084176af63912be0fa34354c98a9" args="" -->
<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>currentIndex_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a6cd744c04d6dec7a1ebdc6dbb7cfcd3a"></a><!-- doxytag: member="QuantLib::MarketModelComposite::cashflowTimes_" ref="a6cd744c04d6dec7a1ebdc6dbb7cfcd3a" args="" -->
std::vector< <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > </td><td class="memItemRight" valign="bottom"><b>cashflowTimes_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a3fc479761661c8d56b5b37532512d943"></a><!-- doxytag: member="QuantLib::MarketModelComposite::allEvolutionTimes_" ref="a3fc479761661c8d56b5b37532512d943" args="" -->
std::vector< std::vector< <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > > </td><td class="memItemRight" valign="bottom"><b>allEvolutionTimes_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a27e5ecc4d4510cafc6a7404bf258414c"></a><!-- doxytag: member="QuantLib::MarketModelComposite::isInSubset_" ref="a27e5ecc4d4510cafc6a7404bf258414c" args="" -->
std::vector< std::valarray<br class="typebreak"/>
< bool > > </td><td class="memItemRight" valign="bottom"><b>isInSubset_</b></td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>Composition of two or more market-model products. </p>
<p>Instances of this class build a market-model product by composing one or more subproducts.</p>
<dl class="pre"><dt><b>Precondition:</b></dt><dd>All subproducts must have the same rate times. </dd></dl>
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