MarketModelEvolver Class Reference

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

Inheritance diagram for MarketModelEvolver:

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