QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.6
Public Member Functions | List of all members
LogNormalCmSwapRatePc Class Reference

Predictor-Corrector. More...

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

+ Inheritance diagram for LogNormalCmSwapRatePc:

Public Member Functions

 LogNormalCmSwapRatePc (const Size spanningForwards, 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 CurveStatecurrentState () const
 
void setInitialState (const CurveState &)
 

Detailed Description

Predictor-Corrector.