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<h1>ConstrainedEvolver Class Reference</h1><!-- doxytag: class="QuantLib::ConstrainedEvolver" --><!-- doxytag: inherits="QuantLib::MarketModelEvolver" --><code>#include <ql/models/marketmodels/constrainedevolver.hpp></code>
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Inheritance diagram for ConstrainedEvolver:</div>
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<area shape="rect" href="class_quant_lib_1_1_log_normal_fwd_rate_euler_constrained.html" title="euler stepping" alt="" coords="5,161,267,188"><area shape="rect" href="class_quant_lib_1_1_market_model_evolver.html" title="Market-model evolver." alt="" coords="59,7,213,33"></map>
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<a href="class_quant_lib_1_1_constrained_evolver-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
Constrained market-model evolver.
<p>
Abstract base class. Requires extra methods above that of marketmodelevolver to let you fix rates via importance sampling.<p>
The evolver does the actual gritty work of evolving the forward rates from one time to the next.<p>
This is intended to be used for the Fries-Joshi proxy simulation approach to <a class="el" href="class_quant_lib_1_1_greeks.html" title="additional option results">Greeks</a> <table border="0" cellpadding="0" cellspacing="0">
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<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="72f1f210b87697658d04a4580e8d451c"></a><!-- doxytag: member="QuantLib::ConstrainedEvolver::setConstraintType" ref="72f1f210b87697658d04a4580e8d451c" args="(const std::vector< Size > &startIndexOfSwapRate, const std::vector< Size > &EndIndexOfSwapRate)=0" -->
virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_constrained_evolver.html#72f1f210b87697658d04a4580e8d451c">setConstraintType</a> (const std::vector< <a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> > &startIndexOfSwapRate, const std::vector< <a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> > &EndIndexOfSwapRate)=0</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">call once <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="03c9e3ee7fecf1ad3f0af7d54f0906f9"></a><!-- doxytag: member="QuantLib::ConstrainedEvolver::setThisConstraint" ref="03c9e3ee7fecf1ad3f0af7d54f0906f9" args="(const std::vector< Rate > &rateConstraints, const std::vector< bool > &isConstraintActive)=0" -->
virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_constrained_evolver.html#03c9e3ee7fecf1ad3f0af7d54f0906f9">setThisConstraint</a> (const std::vector< <a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> > &rateConstraints, const std::vector< bool > &isConstraintActive)=0</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">call before each path <br></td></tr>
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