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::CashflowInfo > | getBondCashflow (const Size i) const |
| const CallData & | getCallData (const Size i) const |
| const CallData & | getPutData (const Size i) const |
| Date | getAssociatedDate (const Size i) const |
| bool | hasAmericanExercise () const |
| Date | latestRelevantDate () const |
| Real | time (const Date &d) const |