MarketModelEvolver Class Reference

#include <ql/models/marketmodels/evolver.hpp>

Inheritance diagram for MarketModelEvolver:

Inheritance graph
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List of all members.

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 CurveStatecurrentState () const=0
virtual void setInitialState (const CurveState &)=0