- QuantLib
- LogNormalFwdRateiBalland
Iterative Predictor-Corrector. More...
#include <ql/models/marketmodels/evolvers/lognormalfwdrateiballand.hpp>
Public Member Functions | |
LogNormalFwdRateiBalland (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 &) |
Iterative Predictor-Corrector.