MarketModelEvolver Class Reference

#include <ql/MarketModels/marketmodelevolver.hpp>

Inheritance diagram for MarketModelEvolver:

Inheritance graph
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List of all members.

Detailed Description

Abstact base class. The evolver does the actual gritty work of evolving the forward rates from one time to the next.


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 CurveStatecurrentState () const=0