Class MarketModelEvolver

Market-model evolver

Abstract base class. The evolver does the actual gritty work of evolving the forward rates from one time to the next.

Hierarchy

MarketModelEvolver

Index

Methods

Methods

advanceStep

advanceStep(): Real

- Defined in ql/models/marketmodels/evolver.ts:23
Returns Real

currentState

currentState(): CurveState

- Defined in ql/models/marketmodels/evolver.ts:29
Returns CurveState

currentStep

currentStep(): Size

- Defined in ql/models/marketmodels/evolver.ts:26
Returns Size

numeraires

numeraires(): Size[]

- Defined in ql/models/marketmodels/evolver.ts:17
Returns Size[]

setInitialState

setInitialState(c: CurveState): void

- Defined in ql/models/marketmodels/evolver.ts:32
Parameters
- c: CurveState
Returns void

startNewPath

startNewPath(): Real

- Defined in ql/models/marketmodels/evolver.ts:20
Returns Real