LogNormalFwdRatePc (3) - Linux Manuals
LogNormalFwdRatePc: Predictor-Corrector.
NAME
QuantLib::LogNormalFwdRatePc - Predictor-Corrector.
SYNOPSIS
#include <ql/models/marketmodels/evolvers/lognormalfwdratepc.hpp>
Inherits QuantLib::MarketModelEvolver.
Public Member Functions
LogNormalFwdRatePc (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 CurveState & currentState () const
void setInitialState (const CurveState &)
Detailed Description
Predictor-Corrector.
Author
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