LogNormalCmSwapRatePc Class Reference

Predictor-Corrector. More...

#include <ql/models/marketmodels/evolvers/lognormalcmswapratepc.hpp>

Inheritance diagram for LogNormalCmSwapRatePc:

List of all members.

Public Member Functions

 LogNormalCmSwapRatePc (const Size spanningForwards, const boost::shared_ptr< MarketModel > &, const BrownianGeneratorFactory &, const std::vector< Size > &numeraires, Size initialStep=0)
MarketModel interface
const std::vector< Size > & numeraires () const
Real startNewPath ()
Real advanceStep ()
Size currentStep () const
const CurveStatecurrentState () const
void setInitialState (const CurveState &)

Detailed Description

Predictor-Corrector.