1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114
|
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
<html>
<head>
<meta http-equiv="Content-Type" content="text/html;charset=UTF-8">
<meta name="robots" content="none">
<title>QuantLib: MarketModelEvolver Class Reference</title>
<link rel="stylesheet" href="quantlib.css" type="text/css">
<link rel="stylesheet" href="print.css" type="text/css" media="print">
<link rel="shortcut icon" href="favicon.ico" type="image/x-icon">
<link rel="icon" href="favicon.ico" type="image/x-icon">
</head>
<body>
<div id="container">
<div id="header">
<img class="titleimage"
src="QL-title.jpg" width="212" height="47" border="0"
alt="QuantLib">
<br>
<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
</div>
<div id="menu">
<h3 class="navbartitle">Version 0.9.0</h3>
<hr>
<h3 class="navbartitle">Getting started</h3>
<ul class="navbarlist">
<li class="navlink"><a href="index.html">Introduction</a></li>
<li class="navlink"><a href="overview.html">Project overview</a></li>
<li class="navlink"><a href="where.html">Where to get QuantLib</a></li>
<li class="navlink"><a href="install.html">Installation</a></li>
<li class="navlink"><a href="config.html">Configuration</a></li>
<li class="navlink"><a href="usage.html">Usage</a></li>
<li class="navlink"><a href="history.html">Version history</a></li>
<li class="navlink"><a href="resources.html">Additional resources</a></li>
<li class="navlink"><a href="group.html">The QuantLib group</a></li>
<li class="navlink"><a href="license.html">Copyright and license</a></li>
</ul>
<hr>
<h3 class="navbartitle">Reference manual</h3>
<ul class="navbarlist">
<li class="navlink"><a href="modules.html">Modules</a></li>
<li class="navlink"><a href="hierarchy.html">Class Hierarchy</a></li>
<li class="navlink"><a href="annotated.html">Compound List</a></li>
<li class="navlink"><a href="files.html">File List</a></li>
<li class="navlink"><a href="functions.html">Compound Members</a></li>
<li class="navlink"><a href="globals.html">File Members</a></li>
<li class="navlink"><a href="bug.html">Known Bugs</a></li>
<li class="navlink"><a href="caveats.html">Caveats</a></li>
<li class="navlink"><a href="test.html">Test Suite</a></li>
<li class="navlink"><a href="examples.html">Examples</a></li>
</ul>
</div>
<div id="content">
<!--Doxygen-generated content-->
<!-- Generated by Doxygen 1.5.4 -->
<div class="nav">
<a class="el" href="namespace_quant_lib.html">QuantLib</a>::<a class="el" href="class_quant_lib_1_1_market_model_evolver.html">MarketModelEvolver</a></div>
<h1>MarketModelEvolver Class Reference</h1><!-- doxytag: class="QuantLib::MarketModelEvolver" --><code>#include <ql/models/marketmodels/evolver.hpp></code>
<p>
<div class="dynheader">
Inheritance diagram for MarketModelEvolver:</div>
<div class="dynsection">
<p><center><img src="class_quant_lib_1_1_market_model_evolver__inherit__graph.png" border="0" usemap="#_market_model_evolver__inherit__map" alt="Inheritance graph"></center>
<map name="_market_model_evolver__inherit__map">
<area shape="rect" href="class_quant_lib_1_1_constrained_evolver.html" title="Constrained market-model evolver." alt="" coords="233,5,383,32"><area shape="rect" href="class_quant_lib_1_1_log_normal_cm_swap_rate_pc.html" title="Predictor-Corrector." alt="" coords="208,56,408,83"><area shape="rect" href="class_quant_lib_1_1_log_normal_cot_swap_rate_pc.html" title="Predictor-Corrector." alt="" coords="208,107,408,133"><area shape="rect" href="class_quant_lib_1_1_log_normal_fwd_rate_euler.html" title="Euler." alt="" coords="216,157,400,184"><area shape="rect" href="class_quant_lib_1_1_log_normal_fwd_rate_ipc.html" title="Iterative Predictor-Corrector." alt="" coords="224,208,392,235"><area shape="rect" href="class_quant_lib_1_1_log_normal_fwd_rate_pc.html" title="Predictor-Corrector." alt="" coords="225,259,391,285"><area shape="rect" href="class_quant_lib_1_1_normal_fwd_rate_pc.html" title="Predictor-Corrector." alt="" coords="237,309,379,336"></map>
<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
<p>
<a href="class_quant_lib_1_1_market_model_evolver-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
Market-model evolver.
<p>
Abstract base class. The evolver does the actual gritty work of evolving the forward rates from one time to the next. <table border="0" cellpadding="0" cellspacing="0">
<tr><td></td></tr>
<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="db4ceea26c9274fc282a70be25a6b619"></a><!-- doxytag: member="QuantLib::MarketModelEvolver::numeraires" ref="db4ceea26c9274fc282a70be25a6b619" args="() const =0" -->
virtual const std::vector< <a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> > & </td><td class="memItemRight" valign="bottom"><b>numeraires</b> () const =0</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d1c69e6aa71f890350ca8abcb15b0763"></a><!-- doxytag: member="QuantLib::MarketModelEvolver::startNewPath" ref="d1c69e6aa71f890350ca8abcb15b0763" args="()=0" -->
virtual <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>startNewPath</b> ()=0</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6aee9def9c9ccdc14907fb93fb96631c"></a><!-- doxytag: member="QuantLib::MarketModelEvolver::advanceStep" ref="6aee9def9c9ccdc14907fb93fb96631c" args="()=0" -->
virtual <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>advanceStep</b> ()=0</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c01af761e87531c158e375b36520bdcf"></a><!-- doxytag: member="QuantLib::MarketModelEvolver::currentStep" ref="c01af761e87531c158e375b36520bdcf" args="() const =0" -->
virtual <a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>currentStep</b> () const =0</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c7e44f09b21966a9dab1e65674346ecd"></a><!-- doxytag: member="QuantLib::MarketModelEvolver::currentState" ref="c7e44f09b21966a9dab1e65674346ecd" args="() const =0" -->
virtual const <a class="el" href="class_quant_lib_1_1_curve_state.html">CurveState</a> & </td><td class="memItemRight" valign="bottom"><b>currentState</b> () const =0</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d5880f2c1b2a8457b76064ffe83e2590"></a><!-- doxytag: member="QuantLib::MarketModelEvolver::setInitialState" ref="d5880f2c1b2a8457b76064ffe83e2590" args="(const CurveState &)=0" -->
virtual void </td><td class="memItemRight" valign="bottom"><b>setInitialState</b> (const <a class="el" href="class_quant_lib_1_1_curve_state.html">CurveState</a> &)=0</td></tr>
</table>
</div>
<div class="footer">
<div class="endmatter">
Documentation generated by
<a href="http://www.doxygen.org">Doxygen</a> 1.5.4
</div>
</div>
</div>
</body>
</html>
|