QuantLib_LogNormalFwdRateIpc

Langue: en

Autres versions - même langue

Version: 380411 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::LogNormalFwdRateIpc -

Iterative Predictor-Corrector.

SYNOPSIS


#include <ql/models/marketmodels/evolvers/lognormalfwdrateipc.hpp>

Inherits QuantLib::MarketModelEvolver.

Public Member Functions


LogNormalFwdRateIpc (const boost::shared_ptr< MarketModel > &, const BrownianGeneratorFactory &, const std::vector< Size > &numeraires, Size initialStep=0)

MarketModel interface

 


const std::vector< Size > & numeraires () const

Real startNewPath ()

Real advanceStep ()

Size currentStep () const

const CurveState & currentState () const

void setInitialState (const CurveState &)

Detailed Description

Iterative Predictor-Corrector.

Author

Generated automatically by Doxygen for QuantLib from the source code.