ForwardRateIpcEvolver Class Reference
#include <ql/MarketModels/Evolvers/forwardrateipcevolver.hpp>
Inheritance diagram for ForwardRateIpcEvolver:

Detailed Description
Iterative Predictor-Corrector.
Public Member Functions | |
ForwardRateIpcEvolver (const boost::shared_ptr< MarketModel > &, const BrownianGeneratorFactory &, const std::vector< Size > &numeraires) | |
MarketModelEvolver interface | |
const std::vector< Size > & | numeraires () const |
Real | startNewPath () |
Real | advanceStep () |
Size | currentStep () const |
const CurveState & | currentState () const |