EvolutionDescription Class Reference

#include <ql/MarketModels/evolutiondescription.hpp>

List of all members.


Detailed Description

This class stores: 1) evolutionTimes = the times defining the rates that are to be evolved, 2) rateTimes = the times at which the rates need to be known, 3) relevanceRates = which rates need to be known at each time. This class is really just a tuple of evolution and rate times


Public Member Functions

 EvolutionDescription (const std::vector< Time > &rateTimes, const std::vector< Time > &evolutionTimes, const std::vector< std::pair< Size, Size > > &relevanceRates=std::vector< range >())
const std::vector< Time > & rateTimes () const
const std::vector< Time > & rateTaus () const
const std::vector< Time > & evolutionTimes () const
const MatrixeffectiveStopTime () const
const std::vector< Size > & firstAliveRate () const
const std::vector< std::pair<
Size, Size > > & 
relevanceRates () const
Size numberOfRates () const
Size numberOfSteps () const