22#ifndef quantlib_lmmcurvestate_hpp
23#define quantlib_lmmcurvestate_hpp
55 Size firstValidIndex = 0);
58 Size firstValidIndex = 0);
73 const std::vector<Rate>&
cmSwapRates(
Size spanningForwards)
const override;
75 std::unique_ptr<CurveState>
clone()
const override;
Curve state for market-model simulations
const std::vector< Time > & rateTimes() const
Curve state for Libor market models
const std::vector< Rate > & cmSwapRates(Size spanningForwards) const override
Real discountRatio(Size i, Size j) const override
std::vector< Rate > forwardRates_
void setOnForwardRates(const std::vector< Rate > &fwdRates, Size firstValidIndex=0)
void setOnDiscountRatios(const std::vector< DiscountFactor > &discRatios, Size firstValidIndex=0)
Rate cmSwapAnnuity(Size numeraire, Size i, Size spanningForwards) const override
Rate coterminalSwapRate(Size i) const override
Size firstCotAnnuityComped_
Rate forwardRate(Size i) const override
Rate cmSwapRate(Size i, Size spanningForwards) const override
std::vector< Rate > cmSwapRates_
std::vector< Rate > cotSwapRates_
Rate coterminalSwapAnnuity(Size numeraire, Size i) const override
std::vector< Real > cmSwapAnnuities_
const std::vector< Rate > & forwardRates() const override
std::vector< DiscountFactor > discRatios_
std::unique_ptr< CurveState > clone() const override
std::vector< Real > cotAnnuities_
const std::vector< Rate > & coterminalSwapRates() const override
std::size_t Size
size of a container