This class stores:
-# evolutionTimes = the times at which the rates need to be known,
-# rateTimes = the times defining the rates that are to be evolved,
-# relevanceRates = which rates need to be known at each time.
This class is really just a tuple of evolution and rate times;
there will be n+1 rate times expressing payment and reset
times of forward rates.
there will be any number of evolution times.
we also store which part of the rates are relevant for
pricing via relevance rates. The important part for the i-th
step will then range from relevanceRates[i].first to
relevanceRates[i].second. Default values for relevance rates
will be 0 and n.
Market-model evolution description
This class stores: -# evolutionTimes = the times at which the rates need to be known, -# rateTimes = the times defining the rates that are to be evolved, -# relevanceRates = which rates need to be known at each time.
This class is really just a tuple of evolution and rate times;
|-----|-----|-----|-----|-----| (size = 6) t0 t1 t2 t3 t4 t5 rateTimes f0 f1 f2 f3 f4 forwardRates d0 d1 d2 d3 d4 d5 discountBonds d0/d0 d1/d0 d2/d0 d3/d0 d4/d0 d5/d0 discountRatios sr0 sr1 sr2 sr3 sr4 coterminalSwaps