QuantLib_LogNormalFwdRateiBalland man page

LogNormalFwdRateiBalland — Iterative Predictor-Corrector.  


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

Inherits MarketModelEvolver.

Public Member Functions

LogNormalFwdRateiBalland (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

Iterative Predictor-Corrector.


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Referenced By

The man page LogNormalFwdRateiBalland(3) is an alias of QuantLib_LogNormalFwdRateiBalland(3).

Fri Sep 1 2017 Version 1.10.1 QuantLib