NormalFwdRatePc Class Reference

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

Inheritance diagram for NormalFwdRatePc:

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List of all members.

Detailed Description

Predictor-Corrector.


Public Member Functions

 NormalFwdRatePc (const boost::shared_ptr< MarketModel > &, const BrownianGeneratorFactory &, const std::vector< Size > &numeraires, Size initialStep=0)
MarketModel interface
const std::vector< Size > & numeraires () const
Real startNewPath ()
Real advanceStep ()
Size currentStep () const
const CurveStatecurrentState () const
void setInitialState (const CurveState &)