LogNormalCmSwapRatePc

NAME

LogNormalCmSwapRatePc − Predictor-Corrector.

SYNOPSIS

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

Inherits MarketModelEvolver.

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 &)

Detailed Description

Predictor-Corrector.

Author

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