NormalFwdRatePc Class Reference

Predictor-Corrector. More...

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

Inheritance diagram for NormalFwdRatePc:

Public Member Functions
	NormalFwdRatePc (const ext::shared_ptr< MarketModel > &, const BrownianGeneratorFactory &, const std::vector< Size > &numeraires, Size initialStep=0)

MarketModel interface
const std::vector< Size > &	numeraires () const override
Real	startNewPath () override
Real	advanceStep () override
Size	currentStep () const override
const CurveState &	currentState () const override
void	setInitialState (const CurveState &) override

Detailed Description

Predictor-Corrector.

Member Function Documentation

numeraires()

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

overridevirtual

Implements MarketModelEvolver.

startNewPath()

Real startNewPath ( )

overridevirtual

Implements MarketModelEvolver.

advanceStep()

Real advanceStep ( )

overridevirtual

Implements MarketModelEvolver.

currentStep()

Size currentStep ( ) const

overridevirtual

Implements MarketModelEvolver.

currentState()

const CurveState & currentState ( ) const

overridevirtual

Implements MarketModelEvolver.

setInitialState()

void setInitialState ( const CurveState & )

overridevirtual

Implements MarketModelEvolver.