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

The man page LogNormalFwdRatePc(3) is an alias of QuantLib_LogNormalFwdRatePc(3).

Mon Apr 30 2018 Version 1.12.1 QuantLib