Struct DiscretizedCallableBond 

struct DiscretizedCallableBond {
    coupons: Vec<(usize, f64)>,
    exercises: Vec<(usize, f64, CallKind)>,
    last: usize,
}

The rollback asset for a callable/puttable bond: face-scaled (step, amount) cashflow injections plus (step, dirty redemption, kind) exercise entries, all on exact grid slices, step-sorted. Amounts are passive — they are contract terms — and enter the mode arithmetic as right-hand operands.

Fields

coupons: Vec<(usize, f64)>

exercises: Vec<(usize, f64, CallKind)>

last: usize

Implementations

impl DiscretizedCallableBond

fn assemble( bond: &CallableBond, grid: &TimeGrid, cut: NaiveDate, flows: &[(NaiveDate, f64)], ) -> Result<Self, PricingError>

Assembles the asset from bond on grid, injecting only flows strictly after cut. Make-whole entries are skipped — non-exercisable data.

Errors

PricingError::Curve if a flow or exercise date is not an exact grid slice; the grid must be built with the bond’s own mandatory dates.

fn from_parts( coupons: Vec<(usize, f64)>, exercises: Vec<(usize, f64, CallKind)>, ) -> Self

The asset from its step-placed flows and exercises, sorted, rolling back from its last flow.

Trait Implementations

impl<R: Scalar> DiscretizedAsset<R> for DiscretizedCallableBond

fn last_step(&self) -> usize

The last (latest) step index where the asset has value — rollback starts here.

fn adjust_values(&self, step: usize, _l: &HullWhiteLattice<R>, values: &mut [R])

Adjust the slice values at step: inject cashflows, apply exercise. Called once at the terminal step (with zero-initialised values) to set the terminal payoff, then after each rollback step. values is indexed by node offset (0 ⇒ j = −half_width).