# EvolutionDescription (3) - Linux Manuals

## EvolutionDescription: Market-model evolution description.

## NAME

QuantLib::EvolutionDescription - Market-model evolution description.

## SYNOPSIS

#include <ql/models/marketmodels/evolutiondescription.hpp>

### Public Member Functions

**EvolutionDescription** (const std::vector< **Time** > &rateTimes, const std::vector< **Time** > &evolutionTimes=std::vector< **Time** >(), const std::vector< std::pair< Size, Size > > &relevanceRates=std::vector< range >())

const std::vector< **Time** > & **rateTimes** () const

const std::vector< **Time** > & **rateTaus** () const

const std::vector< **Time** > & **evolutionTimes** () const

const std::vector< Size > & **firstAliveRate** () const

const std::vector< std::pair< Size, Size > > & **relevanceRates** () const

Size **numberOfRates** () const

Size **numberOfSteps** () const

## Detailed Description

Market-model evolution description.

This class stores:

- 1.
- evolutionTimes = the times defining the rates that are to be evolved,
- 2.
- rateTimes = the times at which the rates need to be known,
- 3.
- relevanceRates = which rates need to be known at each time.

This class is really just a tuple of evolution and rate times;

- *
- there will be n+1 rate times expressing payment and reset times of forward rates.
- *
- there will be any number of evolution times.
- *
- we also store which part of the rates are relevant for pricing via relevance rates. The important part for the i-th step will then range from relevanceRates[i].first to relevanceRates[i].second. Default values for relevance rates will be 0 and n.
- *
- example for n = 5:

|-----|-----|-----|-----|-----| (size = 6) t0 t1 t2 t3 t4 t5 rateTimes f0 f1 f2 f3 f4 forwardRates d0 d1 d2 d3 d4 d5 discountBonds d0/d0 d1/d0 d2/d0 d3/d0 d4/d0 d5/d0 discountRatios sr0 sr1 sr2 sr3 sr4 coterminalSwaps

## Author

Generated automatically by Doxygen for QuantLib from the source code.