A time grid with extra times inserted for coupons, calls and puts
At its base, this function chooses a time grid with
elements from 0 to
Tmax. Any coupon, call, or put times occurring in
one of the supplied instruments are also inserted.
The minimum number of timesteps the output vector should have
The maximum time on the grid
A set of instruments whose maturity and terms
and conditions can introduce extra timesteps. Each will be queried for the output of
A vector of times at which the grid should have nodes
Other Implicit Grid Solver:
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