LogNormalFwdRateEuler Class Reference

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

Inheritance diagram for LogNormalFwdRateEuler:

List of all members.


Detailed Description

Euler.

Public Member Functions

 LogNormalFwdRateEuler (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 &)