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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */

 Copyright (C) 2001, 2002, 2003 Sadruddin Rejeb
 Copyright (C) 2004 StatPro Italia srl

 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it
 under the terms of the QuantLib license.  You should have received a
 copy of the license along with this program; if not, please email
 <quantlib-dev@lists.sf.net>. The license is also available online at

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.

/*! \file discretizedcapfloor.hpp
    \brief discretized cap/floor

#ifndef quantlib_pricers_capfloor_pricer_h
#define quantlib_pricers_capfloor_pricer_h

#include <ql/Instruments/capfloor.hpp>
#include <ql/discretizedasset.hpp>

namespace QuantLib {

    class DiscretizedCapFloor : public DiscretizedAsset {
        DiscretizedCapFloor(const CapFloor::arguments& args)
        : arguments_(args) {}

        void reset(Size size) {
            values_ = Array(size, 0.0);

        std::vector<Time> mandatoryTimes() const {
            std::vector<Time> times = arguments_.startTimes;
            std::copy(arguments_.endTimes.begin(), arguments_.endTimes.end(),
            return times;
        void preAdjustValuesImpl();
        void postAdjustValuesImpl();
        CapFloor::arguments arguments_;



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