Logo Search packages:      
Sourcecode: quantlib version File versions  Download package

virtual void QuantLib::Lattice::partialRollback ( DiscretizedAsset ,
Time  to 
) const [pure virtual]

Roll back an asset until the given time, but do not perform the final adjustment.

In version 0.3.7 and earlier, this method was called rollAlmostBack method and performed pre-adjustment. This is no longer true; when migrating your code, you'll have to replace calls such as:
with the two statements:

Implemented in QuantLib::TsiveriotisFernandesLattice< T >, QuantLib::TreeLattice< Impl >, QuantLib::TreeLattice< OneFactorModel::ShortRateTree >, QuantLib::TreeLattice< TwoFactorModel::ShortRateTree >, and QuantLib::TreeLattice< BlackScholesLattice< T > >.

Generated by  Doxygen 1.6.0   Back to index