LogNormalFwdRateEuler Class Reference

Euler. More...

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

Inheritance diagram for LogNormalFwdRateEuler:

Public Member Functions

 LogNormalFwdRateEuler (const boost::shared_ptr< MarketModel > &, const BrownianGeneratorFactory &, const std::vector< Size > &numeraires, Size initialStep=0)
 
const std::vector< Real > & browniansThisStep () const
 accessor methods useful for doing pathwise vegas
 
MarketModel interface
const std::vector< Size > & numeraires () const
 
Real startNewPath ()
 
Real advanceStep ()
 
Size currentStep () const
 
const CurveStatecurrentState () const
 
void setInitialState (const CurveState &)
 

Detailed Description

Euler.