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<div id="projectbrief">A free/open-source library for quantitative finance</div>
<div id="projectnumber">Reference manual - version 1.20</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_multi_product_composite.html">MultiProductComposite</a></li> </ul>
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<div class="header">
<div class="summary">
<a href="class_quant_lib_1_1_multi_product_composite-members.html">List of all members</a> </div>
<div class="headertitle">
<div class="title">MultiProductComposite Class Reference</div> </div>
</div><!--header-->
<div class="contents">
<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 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 MultiProductComposite:</div>
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<div class="center"><img src="class_quant_lib_1_1_multi_product_composite__inherit__graph.png" border="0" usemap="#a_multi_product_composite_inherit__map" alt="Inheritance graph"/></div>
<map name="_multi_product_composite_inherit__map" id="a_multi_product_composite_inherit__map">
<area shape="rect" title="Composition of one or more market-model products." alt="" coords="11,155,170,181"/>
<area shape="rect" href="class_quant_lib_1_1_market_model_composite.html" title="Composition of two or more market-model products." alt="" coords="11,80,171,107"/>
<area shape="rect" href="class_quant_lib_1_1_market_model_multi_product.html" title="market-model product" alt="" coords="5,5,176,32"/>
</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:a4ee1c3d23c3b1309c9fec61ea61e0008"><td class="memItemLeft" align="right" valign="top"><a id="a4ee1c3d23c3b1309c9fec61ea61e0008"></a>
<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>numberOfProducts</b> () const</td></tr>
<tr class="separator:a4ee1c3d23c3b1309c9fec61ea61e0008"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a78b94d97823f3fb601afe97af0b79556"><td class="memItemLeft" align="right" valign="top"><a id="a78b94d97823f3fb601afe97af0b79556"></a>
<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>maxNumberOfCashFlowsPerProductPerStep</b> () const</td></tr>
<tr class="separator:a78b94d97823f3fb601afe97af0b79556"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a5ba8c0749807b349f90cbc0465907c3a"><td class="memItemLeft" align="right" valign="top"><a id="a5ba8c0749807b349f90cbc0465907c3a"></a>
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 class="memdesc:a5ba8c0749807b349f90cbc0465907c3a"><td class="mdescLeft"> </td><td class="mdescRight">return value indicates whether path is finished, TRUE means done <br /></td></tr>
<tr class="separator:a5ba8c0749807b349f90cbc0465907c3a"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a0462af7cdf66da6499bda664d7f84e53"><td class="memItemLeft" align="right" valign="top"><a id="a0462af7cdf66da6499bda664d7f84e53"></a>
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_multi_product_composite.html#a0462af7cdf66da6499bda664d7f84e53">clone</a> () const</td></tr>
<tr class="memdesc:a0462af7cdf66da6499bda664d7f84e53"><td class="mdescLeft"> </td><td class="mdescRight">returns a newly-allocated copy of itself <br /></td></tr>
<tr class="separator:a0462af7cdf66da6499bda664d7f84e53"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pub_methods_class_quant_lib_1_1_market_model_composite"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_market_model_composite')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_market_model_composite.html">MarketModelComposite</a></td></tr>
<tr class="memitem:a2d40586056119664f2d0dba92d994dd2 inherit pub_methods_class_quant_lib_1_1_market_model_composite"><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 inherit pub_methods_class_quant_lib_1_1_market_model_composite"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a08576adcd83976500f06d56fe262e297 inherit pub_methods_class_quant_lib_1_1_market_model_composite"><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>
<tr class="separator:a08576adcd83976500f06d56fe262e297 inherit pub_methods_class_quant_lib_1_1_market_model_composite"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a6283bad36f95b899422668f5931847e1 inherit pub_methods_class_quant_lib_1_1_market_model_composite"><td class="memItemLeft" align="right" valign="top"><a id="a6283bad36f95b899422668f5931847e1"></a>
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 class="separator:a6283bad36f95b899422668f5931847e1 inherit pub_methods_class_quant_lib_1_1_market_model_composite"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ad20897c5c8bd47f5d4005989bead0e55 inherit pub_methods_class_quant_lib_1_1_market_model_composite"><td class="memItemLeft" align="right" valign="top"><a id="ad20897c5c8bd47f5d4005989bead0e55"></a>
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 inherit pub_methods_class_quant_lib_1_1_market_model_composite"><td class="mdescLeft"> </td><td class="mdescRight">during simulation put product at start of path <br /></td></tr>
<tr class="separator:ad20897c5c8bd47f5d4005989bead0e55 inherit pub_methods_class_quant_lib_1_1_market_model_composite"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ad54deb7b69bb7f1f927eef29a76e2d2d inherit pub_methods_class_quant_lib_1_1_market_model_composite"><td class="memItemLeft" align="right" valign="top"><a id="ad54deb7b69bb7f1f927eef29a76e2d2d"></a>
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 class="separator:ad54deb7b69bb7f1f927eef29a76e2d2d inherit pub_methods_class_quant_lib_1_1_market_model_composite"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:adccee83ceafb42605c0b5a54decba11a inherit pub_methods_class_quant_lib_1_1_market_model_composite"><td class="memItemLeft" align="right" valign="top"><a id="adccee83ceafb42605c0b5a54decba11a"></a>
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 class="separator:adccee83ceafb42605c0b5a54decba11a inherit pub_methods_class_quant_lib_1_1_market_model_composite"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a32d626626eee0bc4ade146973f6abb1c inherit pub_methods_class_quant_lib_1_1_market_model_composite"><td class="memItemLeft" align="right" valign="top"><a id="a32d626626eee0bc4ade146973f6abb1c"></a>
void </td><td class="memItemRight" valign="bottom"><b>finalize</b> ()</td></tr>
<tr class="separator:a32d626626eee0bc4ade146973f6abb1c inherit pub_methods_class_quant_lib_1_1_market_model_composite"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:acce0ab2cacc475b2434f24c65c91685a inherit pub_methods_class_quant_lib_1_1_market_model_composite"><td class="memItemLeft" align="right" valign="top"><a id="acce0ab2cacc475b2434f24c65c91685a"></a>
<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>size</b> () const</td></tr>
<tr class="separator:acce0ab2cacc475b2434f24c65c91685a inherit pub_methods_class_quant_lib_1_1_market_model_composite"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:afdb40051b7e58654117587288df3b0fd inherit pub_methods_class_quant_lib_1_1_market_model_composite"><td class="memItemLeft" align="right" valign="top"><a id="afdb40051b7e58654117587288df3b0fd"></a>
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 class="separator:afdb40051b7e58654117587288df3b0fd inherit pub_methods_class_quant_lib_1_1_market_model_composite"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a04fc1fdac6123f79e4cfdc37ac11a05d inherit pub_methods_class_quant_lib_1_1_market_model_composite"><td class="memItemLeft" align="right" valign="top"><a id="a04fc1fdac6123f79e4cfdc37ac11a05d"></a>
<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 class="separator:a04fc1fdac6123f79e4cfdc37ac11a05d inherit pub_methods_class_quant_lib_1_1_market_model_composite"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:aa3edf9ec57cbab51f0600d1c89ca5263 inherit pub_methods_class_quant_lib_1_1_market_model_composite"><td class="memItemLeft" align="right" valign="top"><a id="aa3edf9ec57cbab51f0600d1c89ca5263"></a>
<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 class="separator:aa3edf9ec57cbab51f0600d1c89ca5263 inherit pub_methods_class_quant_lib_1_1_market_model_composite"><td class="memSeparator" colspan="2"> </td></tr>
</table><table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="inherited"></a>
Additional Inherited Members</h2></td></tr>
<tr class="inherit_header pro_types_class_quant_lib_1_1_market_model_composite"><td colspan="2" onclick="javascript:toggleInherit('pro_types_class_quant_lib_1_1_market_model_composite')"><img src="closed.png" alt="-"/> Protected Types inherited from <a class="el" href="class_quant_lib_1_1_market_model_composite.html">MarketModelComposite</a></td></tr>
<tr class="memitem:a8fd3de84f6d91768bff4a6d9fc1af0f0 inherit pro_types_class_quant_lib_1_1_market_model_composite"><td class="memItemLeft" align="right" valign="top"><a id="a8fd3de84f6d91768bff4a6d9fc1af0f0"></a>
typedef std::vector< SubProduct >::iterator </td><td class="memItemRight" valign="bottom"><b>iterator</b></td></tr>
<tr class="separator:a8fd3de84f6d91768bff4a6d9fc1af0f0 inherit pro_types_class_quant_lib_1_1_market_model_composite"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ad1bf7b26d29f9abf4bfa131b2a93c575 inherit pro_types_class_quant_lib_1_1_market_model_composite"><td class="memItemLeft" align="right" valign="top"><a id="ad1bf7b26d29f9abf4bfa131b2a93c575"></a>
typedef std::vector< SubProduct >::const_iterator </td><td class="memItemRight" valign="bottom"><b>const_iterator</b></td></tr>
<tr class="separator:ad1bf7b26d29f9abf4bfa131b2a93c575 inherit pro_types_class_quant_lib_1_1_market_model_composite"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pro_attribs_class_quant_lib_1_1_market_model_composite"><td colspan="2" onclick="javascript:toggleInherit('pro_attribs_class_quant_lib_1_1_market_model_composite')"><img src="closed.png" alt="-"/> Protected Attributes inherited from <a class="el" href="class_quant_lib_1_1_market_model_composite.html">MarketModelComposite</a></td></tr>
<tr class="memitem:ae5b5dafd63887769f063a9d961cb92ad inherit pro_attribs_class_quant_lib_1_1_market_model_composite"><td class="memItemLeft" align="right" valign="top"><a id="ae5b5dafd63887769f063a9d961cb92ad"></a>
std::vector< SubProduct > </td><td class="memItemRight" valign="bottom"><b>components_</b></td></tr>
<tr class="separator:ae5b5dafd63887769f063a9d961cb92ad inherit pro_attribs_class_quant_lib_1_1_market_model_composite"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a7c5eaa190a38d0d5e7e28ce0a5dafc6f inherit pro_attribs_class_quant_lib_1_1_market_model_composite"><td class="memItemLeft" align="right" valign="top"><a id="a7c5eaa190a38d0d5e7e28ce0a5dafc6f"></a>
std::vector< <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > </td><td class="memItemRight" valign="bottom"><b>rateTimes_</b></td></tr>
<tr class="separator:a7c5eaa190a38d0d5e7e28ce0a5dafc6f inherit pro_attribs_class_quant_lib_1_1_market_model_composite"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:af051a5fac945acae7bc4256d87825405 inherit pro_attribs_class_quant_lib_1_1_market_model_composite"><td class="memItemLeft" align="right" valign="top"><a id="af051a5fac945acae7bc4256d87825405"></a>
std::vector< <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > </td><td class="memItemRight" valign="bottom"><b>evolutionTimes_</b></td></tr>
<tr class="separator:af051a5fac945acae7bc4256d87825405 inherit pro_attribs_class_quant_lib_1_1_market_model_composite"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:aa5fabad6baffe7913d7edf93e4017faa inherit pro_attribs_class_quant_lib_1_1_market_model_composite"><td class="memItemLeft" align="right" valign="top"><a id="aa5fabad6baffe7913d7edf93e4017faa"></a>
<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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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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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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std::vector< std::valarray< bool > > </td><td class="memItemRight" valign="bottom"><b>isInSubset_</b></td></tr>
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</table>
<a name="details" id="details"></a><h2 class="groupheader">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="section pre"><dt>Precondition</dt><dd>All subproducts must have the same rate times. </dd></dl>
<dl class="section examples"><dt>Examples</dt><dd><a class="el" href="_market_models_8cpp-example.html#_a10">MarketModels.cpp</a>.</dd>
</dl>
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