QuantLib_LogNormalFwdRatePc man page

LogNormalFwdRatePc — Predictor-Corrector.


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

Inherits 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



Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

LogNormalFwdRatePc(3) is an alias of QuantLib_LogNormalFwdRatePc(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib