QuantLib 0.3.3 http://quantlib.org User manual Introduction to QuantLib Introduction Project overview Where to get QuantLib Installation Usage Supported platforms Version history Todo list Additional resources The QuantLib group Copyright and license QuantLib components Core classes Date and time calculations Lattice methods The finite differences framework The Monte Carlo framework Short-rate models Currencies and FX rates Instruments and pricers Math tools Design patterns Term structures Utilities Examples Reference manual Modules Namespace List Class Hierarchy Compound List File List Namespace Members Compound Members File Members Unstable Features Deprecated List

NumericalMethod Class Reference #include <numericalmethod.hpp> Inheritance diagram for NumericalMethod: [legend]List of all members. Detailed Description Numerical method (Tree, Finite Differences) base class. Public Member Functions   NumericalMethod (const TimeGrid &timeGrid) const TimeGrid &  timeGrid () 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: ql/numericalmethod.hpp

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