QuantLib_LogNormalCmSwapRatePc man page

LogNormalCmSwapRatePc — Predictor-Corrector.  


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

Inherits MarketModelEvolver.

Public Member Functions

LogNormalCmSwapRatePc (const Size spanningForwards, 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



Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

The man pages advanceStep(3), currentState(3), currentStep(3), LogNormalCmSwapRatePc(3), numeraires(3), setInitialState(3) and startNewPath(3) are aliases of QuantLib_LogNormalCmSwapRatePc(3).

Fri Sep 1 2017 Version 1.10.1 QuantLib