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<div id="projectbrief">A free/open-source library for quantitative finance</div>
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<li class="navelem"><a class="el" href="namespace_quant_lib.html">QuantLib</a></li><li class="navelem"><a class="el" href="class_quant_lib_1_1_market_model_composite.html">MarketModelComposite</a></li> </ul>
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<a href="class_quant_lib_1_1_market_model_composite-members.html">List of all members</a> </div>
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<div class="title">MarketModelComposite Class Reference</div> </div>
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<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 id="dynsection-0" onclick="return toggleVisibility(this)" class="dynheader closed" style="cursor:pointer;">
<img id="dynsection-0-trigger" src="closed.png" alt="+"/> Inheritance diagram for MarketModelComposite:</div>
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<map name="_market_model_composite_inherit__map" id="a_market_model_composite_inherit__map">
<area shape="rect" title="Composition of two or more market-model products." alt="" coords="98,80,258,107"/>
<area shape="rect" href="class_quant_lib_1_1_multi_product_composite.html" title="Composition of one or more market-model products." alt="" coords="5,155,164,181"/>
<area shape="rect" href="class_quant_lib_1_1_single_product_composite.html" title="Composition of one or more market-model products." alt="" coords="188,155,355,181"/>
<area shape="rect" href="class_quant_lib_1_1_market_model_multi_product.html" title="market-model product" alt="" coords="93,5,263,32"/>
</map>
<center><span class="legend">[<a href="graph_legend.html">legend</a>]</span></center></div>
<table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr><td colspan="2"><div class="groupHeader">MarketModelMultiProduct interface</div></td></tr>
<tr class="memitem:a2d40586056119664f2d0dba92d994dd2"><td class="memItemLeft" align="right" valign="top"><a id="a2d40586056119664f2d0dba92d994dd2"></a>
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 class="separator:a2d40586056119664f2d0dba92d994dd2"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a08576adcd83976500f06d56fe262e297"><td class="memItemLeft" align="right" valign="top"><a id="a08576adcd83976500f06d56fe262e297"></a>
std::vector< <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> > </td><td class="memItemRight" valign="bottom"><b>suggestedNumeraires</b> () const</td></tr>
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std::vector< <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > </td><td class="memItemRight" valign="bottom"><b>possibleCashFlowTimes</b> () const</td></tr>
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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 class="memdesc:ad20897c5c8bd47f5d4005989bead0e55"><td class="mdescLeft"> </td><td class="mdescRight">during simulation put product at start of path <br /></td></tr>
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<tr class="inherit_header pub_methods_class_quant_lib_1_1_market_model_multi_product"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_market_model_multi_product')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_market_model_multi_product.html">MarketModelMultiProduct</a></td></tr>
<tr class="memitem:a0a292c0068ae301d400b2e4b24e8847f inherit pub_methods_class_quant_lib_1_1_market_model_multi_product"><td class="memItemLeft" align="right" valign="top"><a id="a0a292c0068ae301d400b2e4b24e8847f"></a>
virtual <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>numberOfProducts</b> () const =0</td></tr>
<tr class="separator:a0a292c0068ae301d400b2e4b24e8847f inherit pub_methods_class_quant_lib_1_1_market_model_multi_product"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a50dbf9a773ef7e342c512ec2f06c2a54 inherit pub_methods_class_quant_lib_1_1_market_model_multi_product"><td class="memItemLeft" align="right" valign="top"><a id="a50dbf9a773ef7e342c512ec2f06c2a54"></a>
virtual <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>maxNumberOfCashFlowsPerProductPerStep</b> () const =0</td></tr>
<tr class="separator:a50dbf9a773ef7e342c512ec2f06c2a54 inherit pub_methods_class_quant_lib_1_1_market_model_multi_product"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ad2ad3a817c32b9e0b8d2b3bb3b115813 inherit pub_methods_class_quant_lib_1_1_market_model_multi_product"><td class="memItemLeft" align="right" valign="top"><a id="ad2ad3a817c32b9e0b8d2b3bb3b115813"></a>
virtual bool </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_market_model_multi_product.html#ad2ad3a817c32b9e0b8d2b3bb3b115813">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)=0</td></tr>
<tr class="memdesc:ad2ad3a817c32b9e0b8d2b3bb3b115813 inherit pub_methods_class_quant_lib_1_1_market_model_multi_product"><td class="mdescLeft"> </td><td class="mdescRight">return value indicates whether path is finished, TRUE means done <br /></td></tr>
<tr class="separator:ad2ad3a817c32b9e0b8d2b3bb3b115813 inherit pub_methods_class_quant_lib_1_1_market_model_multi_product"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a20a5dca0cfe5503409e87a1e1ea80ebb inherit pub_methods_class_quant_lib_1_1_market_model_multi_product"><td class="memItemLeft" align="right" valign="top"><a id="a20a5dca0cfe5503409e87a1e1ea80ebb"></a>
virtual std::auto_ptr< <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_market_model_multi_product.html#a20a5dca0cfe5503409e87a1e1ea80ebb">clone</a> () const =0</td></tr>
<tr class="memdesc:a20a5dca0cfe5503409e87a1e1ea80ebb inherit pub_methods_class_quant_lib_1_1_market_model_multi_product"><td class="mdescLeft"> </td><td class="mdescRight">returns a newly-allocated copy of itself <br /></td></tr>
<tr class="separator:a20a5dca0cfe5503409e87a1e1ea80ebb inherit pub_methods_class_quant_lib_1_1_market_model_multi_product"><td class="memSeparator" colspan="2"> </td></tr>
</table><table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="member-group"></a>
Composite facilities</h2></td></tr>
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typedef std::vector< SubProduct >::iterator </td><td class="memItemRight" valign="bottom"><b>iterator</b></td></tr>
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typedef std::vector< SubProduct >::const_iterator </td><td class="memItemRight" valign="bottom"><b>const_iterator</b></td></tr>
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std::vector< SubProduct > </td><td class="memItemRight" valign="bottom"><b>components_</b></td></tr>
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std::vector< <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > </td><td class="memItemRight" valign="bottom"><b>rateTimes_</b></td></tr>
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std::vector< <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > </td><td class="memItemRight" valign="bottom"><b>evolutionTimes_</b></td></tr>
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<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>
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<tr class="memitem:ae3118963d637df1bf46db66f470747e6"><td class="memItemLeft" align="right" valign="top"><a id="ae3118963d637df1bf46db66f470747e6"></a>
bool </td><td class="memItemRight" valign="bottom"><b>finalized_</b></td></tr>
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<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>currentIndex_</b></td></tr>
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std::vector< <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > </td><td class="memItemRight" valign="bottom"><b>cashflowTimes_</b></td></tr>
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<tr class="memitem:a3fc479761661c8d56b5b37532512d943"><td class="memItemLeft" align="right" valign="top"><a id="a3fc479761661c8d56b5b37532512d943"></a>
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>
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<tr class="memitem:a27e5ecc4d4510cafc6a7404bf258414c"><td class="memItemLeft" align="right" valign="top"><a id="a27e5ecc4d4510cafc6a7404bf258414c"></a>
std::vector< std::valarray< bool > > </td><td class="memItemRight" valign="bottom"><b>isInSubset_</b></td></tr>
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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>
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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>
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void </td><td class="memItemRight" valign="bottom"><b>finalize</b> ()</td></tr>
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<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>size</b> () const</td></tr>
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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>
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<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>
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<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>
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<a name="details" id="details"></a><h2 class="groupheader">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="section pre"><dt>Precondition</dt><dd>All subproducts must have the same rate times. </dd></dl>
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