1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
|
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
<html>
<head>
<meta http-equiv="Content-Type" content="text/html;charset=UTF-8">
<meta name="robots" content="none">
<title>MultiProductComposite Class Reference</title>
<link rel="stylesheet" href="quantlib.css" type="text/css">
<link rel="stylesheet" href="print.css" type="text/css" media="print">
<link rel="shortcut icon" href="favicon.ico" type="image/x-icon">
<link rel="icon" href="favicon.ico" type="image/x-icon">
</head>
<body>
<div id="container">
<div id="header">
<img class="titleimage"
src="QL-title.jpg" width="185" height="50" border="0"
alt="QuantLib">
<br>
<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
</div>
<div id="menu">
<h3 class="navbartitle">Version 1.2</h3>
<hr>
<h3 class="navbartitle">Getting started</h3>
<ul class="navbarlist">
<li class="navlink"><a href="index.html">Introduction</a></li>
<li class="navlink"><a href="where.html">Where to get QuantLib</a></li>
<li class="navlink"><a href="install.html">Installation</a></li>
<li class="navlink"><a href="config.html">Configuration</a></li>
<li class="navlink"><a href="usage.html">Usage</a></li>
<li class="navlink"><a href="history.html">Version history</a></li>
<li class="navlink"><a href="resources.html">Additional resources</a></li>
<li class="navlink"><a href="group.html">The QuantLib group</a></li>
<li class="navlink"><a href="license.html">Copyright and license</a></li>
</ul>
<hr>
<h3 class="navbartitle">Reference manual</h3>
<ul class="navbarlist">
<li class="navlink"><a href="modules.html">Modules</a></li>
<li class="navlink"><a href="hierarchy.html">Class Hierarchy</a></li>
<li class="navlink"><a href="annotated.html">Compound List</a></li>
<li class="navlink"><a href="files.html">File List</a></li>
<li class="navlink"><a href="functions.html">Compound Members</a></li>
<li class="navlink"><a href="globals.html">File Members</a></li>
<li class="navlink"><a href="todo.html">Todo List</a></li>
<li class="navlink"><a href="bug.html">Known Bugs</a></li>
<li class="navlink"><a href="caveats.html">Caveats</a></li>
<li class="navlink"><a href="test.html">Test Suite</a></li>
<li class="navlink"><a href="examples.html">Examples</a></li>
</ul>
</div>
<div id="content">
<!--Doxygen-generated content-->
<!-- Generated by Doxygen 1.7.6.1 -->
<div id="nav-path" class="navpath">
<ul>
<li class="navelem"><b>QuantLib</b> </li>
<li class="navelem"><a class="el" href="class_quant_lib_1_1_multi_product_composite.html">MultiProductComposite</a> </li>
</ul>
</div>
</div>
<div class="header">
<div class="headertitle">
<div class="title">MultiProductComposite Class Reference</div> </div>
</div><!--header-->
<div class="contents">
<!-- doxytag: class="QuantLib::MultiProductComposite" --><!-- doxytag: inherits="QuantLib::MarketModelComposite" -->
<p>Composition of one or more market-model products.
<a href="class_quant_lib_1_1_multi_product_composite.html#details">More...</a></p>
<p><code>#include <ql/models/marketmodels/products/multiproductcomposite.hpp></code></p>
<div class="dynheader">
Inheritance diagram for MultiProductComposite:</div>
<div class="dyncontent">
<div class="center"><img src="class_quant_lib_1_1_multi_product_composite__inherit__graph.png" border="0" usemap="#_multi_product_composite_inherit__map" alt="Inheritance graph"/></div>
<map name="_multi_product_composite_inherit__map" id="_multi_product_composite_inherit__map">
<area shape="rect" id="node2" href="class_quant_lib_1_1_market_model_composite.html" title="Composition of two or more market-model products." alt="" coords="5,6,163,37"/></map>
<center><span class="legend">[<a href="graph_legend.html">legend</a>]</span></center></div>
<p><a href="class_quant_lib_1_1_multi_product_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="a3953c271f6d26d5bb53f98ffa417c3af"></a><!-- doxytag: member="QuantLib::MultiProductComposite::numberOfProducts" ref="a3953c271f6d26d5bb53f98ffa417c3af" args="() const " -->
<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>numberOfProducts</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a4a4d8a31726a6fa648a7d3b2cf282eaa"></a><!-- doxytag: member="QuantLib::MultiProductComposite::maxNumberOfCashFlowsPerProductPerStep" ref="a4a4d8a31726a6fa648a7d3b2cf282eaa" args="() const " -->
<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>maxNumberOfCashFlowsPerProductPerStep</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5ba8c0749807b349f90cbc0465907c3a"></a><!-- doxytag: member="QuantLib::MultiProductComposite::nextTimeStep" ref="a5ba8c0749807b349f90cbc0465907c3a" args="(const CurveState &currentState, std::vector< Size > &numberCashFlowsThisStep, std::vector< std::vector< CashFlow > > &cashFlowsGenerated)" -->
bool </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_multi_product_composite.html#a5ba8c0749807b349f90cbc0465907c3a">nextTimeStep</a> (const <a class="el" href="class_quant_lib_1_1_curve_state.html">CurveState</a> &currentState, std::vector< <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> > &numberCashFlowsThisStep, std::vector< std::vector< CashFlow > > &cashFlowsGenerated)</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">return value indicates whether path is finished, TRUE means done <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a09a087fe4917a8a9d1e6233c6ccd48fc"></a><!-- doxytag: member="QuantLib::MultiProductComposite::clone" ref="a09a087fe4917a8a9d1e6233c6ccd48fc" args="() const " -->
std::auto_ptr<br class="typebreak"/>
< <a class="el" href="class_quant_lib_1_1_market_model_multi_product.html">MarketModelMultiProduct</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_multi_product_composite.html#a09a087fe4917a8a9d1e6233c6ccd48fc">clone</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">returns a newly-allocated copy of itself <br/></td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>Composition of one or more market-model products. </p>
<p>Instances of this class build a multiple market-model product by composing two or more subproducts.</p>
<dl class="pre"><dt><b>Precondition:</b></dt><dd>All subproducts must have the same rate times. </dd></dl>
</div></div><!-- contents -->
</div>
<div class="footer">
<div class="endmatter">
Documentation generated by
<a href="http://www.doxygen.org">Doxygen</a> 1.7.6.1
</div>
</div>
</div>
</body>
</html>
|
