NumericalMethod Class Reference

#include <numericalmethod.hpp>

Inheritance diagram for NumericalMethod:

Inheritance graph
[legend]
List of all members.

Detailed Description

Numerical method (Tree, Finite Differences) base class.


Public Member Functions

 NumericalMethod (const TimeGrid &timeGrid)
const TimeGridtimeGrid () const
virtual void initialize (const Handle< DiscretizedAsset > &, Time time) const=0
virtual void rollback (const Handle< DiscretizedAsset > &, Time to) const=0
virtual void rollAlmostBack (const Handle< DiscretizedAsset > &, Time to) const=0

Protected Attributes

TimeGrid t_


The documentation for this class was generated from the following file:

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