MarketModelEvolver Class Referenceabstract

Market-model evolver. More...

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

Inheritance diagram for MarketModelEvolver:

Public Member Functions

virtual const std::vector< Size > & numeraires () const =0
 
virtual Real startNewPath ()=0
 
virtual Real advanceStep ()=0
 
virtual Size currentStep () const =0
 
virtual const CurveStatecurrentState () const =0
 
virtual void setInitialState (const CurveState &)=0
 

Detailed Description

Market-model evolver.

Abstract base class. The evolver does the actual gritty work of evolving the forward rates from one time to the next.