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<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
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<li class="navelem"><a class="el" href="class_quant_lib_1_1_market_model_evolver.html">MarketModelEvolver</a> </li>
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<div class="title">MarketModelEvolver Class Reference</div> </div>
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<!-- doxytag: class="QuantLib::MarketModelEvolver" -->
<p>Market-model evolver.
<a href="class_quant_lib_1_1_market_model_evolver.html#details">More...</a></p>
<p><code>#include <ql/models/marketmodels/evolver.hpp></code></p>
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Inheritance diagram for MarketModelEvolver:</div>
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<div class="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"/></div>
<map name="_market_model_evolver_inherit__map" id="_market_model_evolver_inherit__map">
<area shape="rect" id="node3" href="class_quant_lib_1_1_constrained_evolver.html" title="Constrained market-model evolver." alt="" coords="219,5,352,35"/><area shape="rect" id="node5" href="class_quant_lib_1_1_log_normal_cm_swap_rate_pc.html" title="Predictor-Corrector." alt="" coords="196,58,375,89"/><area shape="rect" id="node7" href="class_quant_lib_1_1_log_normal_cot_swap_rate_pc.html" title="Predictor-Corrector." alt="" coords="196,111,375,142"/><area shape="rect" id="node9" href="class_quant_lib_1_1_log_normal_fwd_rate_balland.html" title="Iterative Predictor-Corrector." alt="" coords="196,165,375,195"/><area shape="rect" id="node11" href="class_quant_lib_1_1_log_normal_fwd_rate_euler.html" title="Euler." alt="" coords="204,218,367,249"/><area shape="rect" id="node13" href="class_quant_lib_1_1_log_normal_fwd_ratei_balland.html" title="Iterative Predictor-Corrector." alt="" coords="195,271,376,302"/><area shape="rect" id="node15" href="class_quant_lib_1_1_log_normal_fwd_rate_ipc.html" title="Iterative Predictor-Corrector." alt="" coords="209,325,361,355"/><area shape="rect" id="node17" href="class_quant_lib_1_1_log_normal_fwd_rate_pc.html" title="Predictor-Corrector." alt="" coords="211,378,360,409"/><area shape="rect" id="node19" href="class_quant_lib_1_1_normal_fwd_rate_pc.html" title="Predictor-Corrector." alt="" coords="221,431,349,462"/><area shape="rect" id="node21" href="class_quant_lib_1_1_s_v_d_d_fwd_rate_pc.html" title="SVDDFwdRatePc" alt="" coords="224,485,347,515"/></map>
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<p><a href="class_quant_lib_1_1_market_model_evolver-members.html">List of all members.</a></p>
<table class="memberdecls">
<tr><td colspan="2"><h2><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="adb4ceea26c9274fc282a70be25a6b619"></a><!-- doxytag: member="QuantLib::MarketModelEvolver::numeraires" ref="adb4ceea26c9274fc282a70be25a6b619" args="() const =0" -->
virtual const std::vector< <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> > & </td><td class="memItemRight" valign="bottom"><b>numeraires</b> () const =0</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad1c69e6aa71f890350ca8abcb15b0763"></a><!-- doxytag: member="QuantLib::MarketModelEvolver::startNewPath" ref="ad1c69e6aa71f890350ca8abcb15b0763" args="()=0" -->
virtual <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>startNewPath</b> ()=0</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a6aee9def9c9ccdc14907fb93fb96631c"></a><!-- doxytag: member="QuantLib::MarketModelEvolver::advanceStep" ref="a6aee9def9c9ccdc14907fb93fb96631c" args="()=0" -->
virtual <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>advanceStep</b> ()=0</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac01af761e87531c158e375b36520bdcf"></a><!-- doxytag: member="QuantLib::MarketModelEvolver::currentStep" ref="ac01af761e87531c158e375b36520bdcf" args="() const =0" -->
virtual <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>currentStep</b> () const =0</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac7e44f09b21966a9dab1e65674346ecd"></a><!-- doxytag: member="QuantLib::MarketModelEvolver::currentState" ref="ac7e44f09b21966a9dab1e65674346ecd" 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" align="right" valign="top"><a class="anchor" id="ad5880f2c1b2a8457b76064ffe83e2590"></a><!-- doxytag: member="QuantLib::MarketModelEvolver::setInitialState" ref="ad5880f2c1b2a8457b76064ffe83e2590" 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>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>Market-model evolver. </p>
<p>Abstract base class. The evolver does the actual gritty work of evolving the forward rates from one time to the next. </p>
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