Description Usage Arguments Value See Also

At its base, this function chooses a time grid with `1+min_num_time_steps`

elements from 0 to `Tmax`

. Any coupon, call, or put times occurring in
one of the supplied instruments are also inserted.

1 | ```
infer_conforming_time_grid(min_num_time_steps, Tmax, instruments = NULL)
``` |

`min_num_time_steps` |
The minimum number of timesteps the output vector should have |

`Tmax` |
The maximum time on the grid |

`instruments` |
A set of instruments whose maturity and terms
and conditions can introduce extra timesteps. Each will be queried for the output of
a |

A vector of times at which the grid should have nodes

Other Implicit Grid Solver: `construct_implicit_grid_structure`

,
`find_present_value`

,
`form_present_value_grid`

,
`integrate_pde`

,
`iterate_grid_from_timestep`

,
`take_implicit_timestep`

,
`timestep_instruments`

ragtop documentation built on May 29, 2017, 2:53 p.m.

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