QuantLib: LogNormalFwdRateIpc Class Reference

A free/open-source library for quantitative finance Reference manual - version 1.12

Public Member Functions | List of all members
LogNormalFwdRateIpc Class Reference

Iterative Predictor-Corrector. More...

`#include <ql/models/marketmodels/evolvers/lognormalfwdrateipc.hpp>`

Inheritance diagram for LogNormalFwdRateIpc:
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## Public Member Functions
| LogNormalFwdRateIpc (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 CurveState & | currentState () const
void | setInitialState (const CurveState &)

## Detailed Description

Iterative Predictor-Corrector.