QuantLib_LogNormalFwdRateEuler man page

LogNormalFwdRateEuler — Euler.  


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

Inherits MarketModelEvolver.

Public Member Functions

LogNormalFwdRateEuler (const boost::shared_ptr< MarketModel > &, const BrownianGeneratorFactory &, const std::vector< Size > &numeraires, Size initialStep=0)
const std::vector< Real > & browniansThisStep () const
accessor methods useful for doing pathwise vegas

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



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Referenced By

The man pages browniansThisStep(3) and LogNormalFwdRateEuler(3) are aliases of QuantLib_LogNormalFwdRateEuler(3).

Wed Feb 7 2018 Version 1.10.1 QuantLib