22#ifndef quantlib_forward_period_adapter_hpp
23#define quantlib_forward_period_adapter_hpp
36 std::vector<Spread> newDisplacements_);
60 inline const std::vector<Rate>&
65 inline const std::vector<Spread>&
Market-model evolution description.
const std::vector< Spread > & displacements() const override
std::vector< Spread > displacements_
const std::vector< Rate > & initialRates() const override
std::vector< Matrix > pseudoRoots_
const Matrix & pseudoRoot(Size i) const override
std::vector< Rate > initialRates_
const EvolutionDescription & evolution() const override
EvolutionDescription evolution_
Size numberOfFactors() const override
Size numberOfRates() const override
Size numberOfSteps() const override
base class for market models
Matrix used in linear algebra.
std::size_t Size
size of a container