NormalFwdRatePc Class Reference
#include <ql/models/marketmodels/evolvers/normalfwdratepc.hpp>
Inheritance diagram for NormalFwdRatePc:

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 CurveState & | currentState () const |
| void | setInitialState (const CurveState &) |