public override void partialRollback(DiscretizedAsset asset, double to)
{
double from = asset.time();
if (Utils.close(from, to))
{
return;
}
Utils.QL_REQUIRE(from > to, () => " cannot roll the asset back to tile to it is already at time from ");
DiscretizedConvertible convertible = asset as DiscretizedConvertible;
int iFrom = t_.index(from);
int iTo = t_.index(to);
for (var i = iFrom - 1; i >= iTo; --i)
{
Vector newValues = new Vector(size(i));
Vector newSpreadAdjustedRate = new Vector(size(i));
Vector newConversionProbability = new Vector(size(i));
stepback(i, convertible.values(), convertible.conversionProbability(), convertible.spreadAdjustedRate(),
newValues, newConversionProbability, newSpreadAdjustedRate);
convertible.setTime(t_[i]);
convertible.setValues(newValues);
convertible.spreadAdjustedRate_ = newSpreadAdjustedRate;
convertible.conversionProbability_ = newConversionProbability;
// skip the very last adjustement
if (i != iTo)
{
convertible.adjustValues();
}
}
}
