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 CurveState & | currentState () const |
| void | setInitialState (const CurveState &) |
Predictor-Corrector.