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<a class="el" href="namespace_quant_lib.html">QuantLib</a>::<a class="el" href="class_quant_lib_1_1_evolution_description.html">EvolutionDescription</a></div>
<h1>EvolutionDescription Class Reference</h1><!-- doxytag: class="QuantLib::EvolutionDescription" --><code>#include <ql/models/marketmodels/evolutiondescription.hpp></code>
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<a href="class_quant_lib_1_1_evolution_description-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
Market-model evolution description.
<p>
This class stores:<ol type=1>
<li>evolutionTimes = the times defining the rates that are to be evolved,</li><li>rateTimes = the times at which the rates need to be known,</li><li>relevanceRates = which rates need to be known at each time.</li></ol>
<p>
This class is really just a tuple of evolution and rate times;<ul>
<li>there will be n+1 rate times expressing payment and reset times of forward rates.</li><li>there will be any number of evolution times.</li><li>we also store which part of the rates are relevant for pricing via relevance rates. The important part for the i-th step will then range from relevanceRates[i].first to relevanceRates[i].second. Default values for relevance rates will be 0 and n.</li><li>example for n = 5: <pre>
|-----|-----|-----|-----|-----| (size = 6)
t0 t1 t2 t3 t4 t5 rateTimes
f0 f1 f2 f3 f4 forwardRates
d0 d1 d2 d3 d4 d5 discountBonds
d0/d0 d1/d0 d2/d0 d3/d0 d4/d0 d5/d0 discountRatios
sr0 sr1 sr2 sr3 sr4 coterminalSwaps
</pre> </li></ul>
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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="ecf292561e16fe6df3c652f7b07ee82c"></a><!-- doxytag: member="QuantLib::EvolutionDescription::EvolutionDescription" ref="ecf292561e16fe6df3c652f7b07ee82c" args="(const std::vector< Time > &rateTimes, const std::vector< Time > &evolutionTimes=std::vector< Time >(), const std::vector< std::pair< Size, Size > > &relevanceRates=std::vector< range >())" -->
</td><td class="memItemRight" valign="bottom"><b>EvolutionDescription</b> (const std::vector< <a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > &rateTimes, const std::vector< <a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > &evolutionTimes=std::vector< <a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> >(), const std::vector< std::pair< <a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a>, <a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> > > &relevanceRates=std::vector< range >())</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b2d70b43df80ed4117064171d7a09cc3"></a><!-- doxytag: member="QuantLib::EvolutionDescription::rateTimes" ref="b2d70b43df80ed4117064171d7a09cc3" args="() const " -->
const std::vector< <a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > & </td><td class="memItemRight" valign="bottom"><b>rateTimes</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="354ca1793c355a773e185886211db03a"></a><!-- doxytag: member="QuantLib::EvolutionDescription::rateTaus" ref="354ca1793c355a773e185886211db03a" args="() const " -->
const std::vector< <a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > & </td><td class="memItemRight" valign="bottom"><b>rateTaus</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0dac97b4b0bffee5390d8e79f635963a"></a><!-- doxytag: member="QuantLib::EvolutionDescription::evolutionTimes" ref="0dac97b4b0bffee5390d8e79f635963a" args="() const " -->
const std::vector< <a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > & </td><td class="memItemRight" valign="bottom"><b>evolutionTimes</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bca2bff1bd358cec29095d1073726857"></a><!-- doxytag: member="QuantLib::EvolutionDescription::firstAliveRate" ref="bca2bff1bd358cec29095d1073726857" args="() const " -->
const std::vector< <a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> > & </td><td class="memItemRight" valign="bottom"><b>firstAliveRate</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0fb9d12ce3c6ee872a153fe766ea9489"></a><!-- doxytag: member="QuantLib::EvolutionDescription::relevanceRates" ref="0fb9d12ce3c6ee872a153fe766ea9489" args="() const " -->
const std::vector< std::pair<br>
< <a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a>, <a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> > > & </td><td class="memItemRight" valign="bottom"><b>relevanceRates</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b4f4847a3bfe9c8a8ea499a4e20643cf"></a><!-- doxytag: member="QuantLib::EvolutionDescription::numberOfRates" ref="b4f4847a3bfe9c8a8ea499a4e20643cf" args="() const " -->
<a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>numberOfRates</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ed640b8d340edab41683b6aadd89665b"></a><!-- doxytag: member="QuantLib::EvolutionDescription::numberOfSteps" ref="ed640b8d340edab41683b6aadd89665b" args="() const " -->
<a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>numberOfSteps</b> () const </td></tr>
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