MarketModelEvolver Class Referenceabstract
Market-model evolver. More...
#include <ql/models/marketmodels/evolver.hpp>
Inheritance diagram for MarketModelEvolver:
Public Member Functions | |
| virtual const std::vector< Size > & | numeraires () const =0 |
| virtual Real | startNewPath ()=0 |
| virtual Real | advanceStep ()=0 |
| virtual Size | currentStep () const =0 |
| virtual const CurveState & | currentState () const =0 |
| virtual void | setInitialState (const CurveState &)=0 |
Detailed Description
Market-model evolver.
Abstract base class. The evolver does the actual gritty work of evolving the forward rates from one time to the next.
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