MarketModelComposite Class Reference
#include <ql/models/marketmodels/products/compositeproduct.hpp>
Inheritance diagram for MarketModelComposite:

Detailed Description
Composition of two or more market-model products.Instances of this class build a market-model product by composing one or more subproducts.
- Precondition:
- All subproducts must have the same rate times.
Public Member Functions | |
MarketModelMultiProduct interface | |
| const EvolutionDescription & | evolution () const |
| std::vector< Size > | suggestedNumeraires () const |
| std::vector< Time > | possibleCashFlowTimes () const |
| void | reset () |
| during simulation put product at start of path | |
Composite facilities | |
| void | add (const Clone< MarketModelMultiProduct > &, Real multiplier=1.0) |
| void | subtract (const Clone< MarketModelMultiProduct > &, Real multiplier=1.0) |
| void | finalize () |
| Size | size () const |
| const MarketModelMultiProduct & | item (Size i) const |
| MarketModelMultiProduct & | item (Size i) |
| Real | multiplier (Size i) const |
Protected Types | |
|
typedef std::vector < SubProduct >::iterator | iterator |
|
typedef std::vector < SubProduct >::const_iterator | const_iterator |
Protected Attributes | |
| std::vector< SubProduct > | components_ |
| std::vector< Time > | rateTimes_ |
| std::vector< Time > | evolutionTimes_ |
| EvolutionDescription | evolution_ |
| bool | finalized_ |
| Size | currentIndex_ |
| std::vector< Time > | cashflowTimes_ |
| std::vector< std::vector< Time > > | allEvolutionTimes_ |
| std::vector< std::vector< bool > > | isInSubset_ |