QuantLib_LogNormalCotSwapRatePc (3) - Linux Man Pages

QuantLib_LogNormalCotSwapRatePc: Predictor-Corrector.

NAME

QuantLib::LogNormalCotSwapRatePc - Predictor-Corrector.

SYNOPSIS


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

Inherits QuantLib::MarketModelEvolver.

Public Member Functions


LogNormalCotSwapRatePc (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

Predictor-Corrector.

Author

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