MarketModelEvolver Class Reference
#include <ql/models/marketmodels/evolver.hpp>
Inheritance diagram for MarketModelEvolver:

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.
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 |