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

 Copyright (C) 2006 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.

#ifndef quantlib_single_product_composite_hpp
#define quantlib_single_product_composite_hpp

#include <ql/MarketModels/Products/compositeproduct.hpp>

namespace QuantLib {

    //! Composition of one or more market-model products
    /*! Instances of this class build a single market-model product by
        composing two or more subproducts.

        \pre All subproducts must have the same rate times.
00033     class SingleProductComposite : public MarketModelComposite {
        //! \name MarketModelMultiProduct interface
        Size numberOfProducts() const;
        Size maxNumberOfCashFlowsPerProductPerStep() const;
        bool nextTimeStep(
                     const CurveState& currentState,
                     std::vector<Size>& numberCashFlowsThisStep,
                     std::vector<std::vector<CashFlow> >& cashFlowsGenerated);
        std::auto_ptr<MarketModelMultiProduct> clone() const;



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