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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2006 Mark Joshi
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it
under the terms of the QuantLib license. You should have received a
copy of the license along with this program; if not, please email
<quantlib-dev@lists.sf.net>. The license is also available online at
<http://quantlib.org/license.shtml>.
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
*/
#ifndef quantlib_market_model_evolver_hpp
#define quantlib_market_model_evolver_hpp
#include <ql/types.hpp>
#include <vector>
namespace QuantLib {
class CurveState;
//! Market-model evolver
/*! Abstract base class. The evolver does the actual gritty work of
evolving the forward rates from one time to the next.
*/
class MarketModelEvolver {
public:
virtual ~MarketModelEvolver() {}
virtual const std::vector<Size>& numeraires() const = 0;
virtual Real startNewPath() = 0;
virtual Real advanceStep() = 0;
virtual Size currentStep() const = 0;
virtual const CurveState& currentState() const = 0;
virtual void setInitialState(const CurveState&) = 0;
};
}
#endif
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