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Reference manual - version qle_version
FdCallableBondEvents Class Reference

Classes

struct  CallData

Public Member Functions

 FdCallableBondEvents (const Date &today, const DayCounter &dc)
void registerBondCashflow (const NumericLgmMultiLegOptionEngineBase::CashflowInfo &c)
void registerCall (const CallableBond::CallabilityData &c)
void registerPut (const CallableBond::CallabilityData &c)
const std::set< Real > & times () const
void finalise (const TimeGrid &grid)
bool hasBondCashflow (const Size i) const
bool hasCall (const Size i) const
bool hasPut (const Size i) const
std::vector< NumericLgmMultiLegOptionEngineBase::CashflowInfogetBondCashflow (const Size i) const
const CallDatagetCallData (const Size i) const
const CallDatagetPutData (const Size i) const
Date getAssociatedDate (const Size i) const
bool hasAmericanExercise () const
Date latestRelevantDate () const
Real time (const Date &d) const