Euler. More...
#include <ql/models/marketmodels/evolvers/lognormalfwdrateeuler.hpp>
 Inheritance diagram for LogNormalFwdRateEuler:
 Inheritance diagram for LogNormalFwdRateEuler:| Public Member Functions | |
| LogNormalFwdRateEuler (const boost::shared_ptr< MarketModel > &, const BrownianGeneratorFactory &, const std::vector< Size > &numeraires, Size initialStep=0) | |
| const std::vector< Real > & | browniansThisStep () const | 
| accessor methods useful for doing pathwise vegas | |
| MarketModel interface | |
| const std::vector< Size > & | numeraires () const | 
| Real | startNewPath () | 
| Real | advanceStep () | 
| Size | currentStep () const | 
| const CurveState & | currentState () const | 
| void | setInitialState (const CurveState &) | 
Euler.