C# Class QLNet.Lattice

Show file Open project: ammachado/QLNet Class Usage Examples

Protected Properties

Property	Type	Description
t_	TimeGrid

Public Methods

Method	Description
Lattice ( TimeGrid timeGrid ) : System
grid ( double t ) : Vector
initialize ( QLNet.DiscretizedAsset a, double time ) : void
partialRollback ( QLNet.DiscretizedAsset a, double to ) : void
presentValue ( QLNet.DiscretizedAsset a ) : double
rollback ( QLNet.DiscretizedAsset a, double to ) : void
timeGrid ( ) : TimeGrid

Method Details

Lattice() public method

public Lattice ( TimeGrid timeGrid ) : System
timeGrid	TimeGrid
return	System

grid() public method

public grid ( double t ) : Vector
t	double
return	Vector

initialize() public abstract method

public abstract initialize ( QLNet.DiscretizedAsset a, double time ) : void
a	QLNet.DiscretizedAsset
time	double
return	void

partialRollback() public abstract method

public abstract partialRollback ( QLNet.DiscretizedAsset a, double to ) : void
a	QLNet.DiscretizedAsset
to	double
return	void

presentValue() public abstract method

public abstract presentValue ( QLNet.DiscretizedAsset a ) : double
a	QLNet.DiscretizedAsset
return	double

rollback() public abstract method

public abstract rollback ( QLNet.DiscretizedAsset a, double to ) : void
a	QLNet.DiscretizedAsset
to	double
return	void

timeGrid() public method

public timeGrid ( ) : TimeGrid
return	TimeGrid

Property Details

t_ protected property

protected TimeGrid,QLNet t_
return	TimeGrid