20#ifndef quantlib_multistep_pathwise_wrapper_hpp
21#define quantlib_multistep_pathwise_wrapper_hpp
46 void reset()
override;
48 std::vector<Size>& numberCashFlowsThisStep,
49 std::vector<std::vector<CashFlow> >& cashFlowsGenerated)
override;
50 std::unique_ptr<MarketModelMultiProduct>
clone()
const override;
cloning proxy to an underlying object
Curve state for market-model simulations
Market-model evolution description.
market-model pathwise product
std::vector< Size > suggestedNumeraires() const override
Clone< MarketModelPathwiseMultiProduct > innerProduct_
std::unique_ptr< MarketModelMultiProduct > clone() const override
returns a newly-allocated copy of itself
std::vector< std::vector< MarketModelPathwiseMultiProduct::CashFlow > > cashFlowsGenerated_
bool nextTimeStep(const CurveState ¤tState, std::vector< Size > &numberCashFlowsThisStep, std::vector< std::vector< CashFlow > > &cashFlowsGenerated) override
return value indicates whether path is finished, TRUE means done
std::vector< Time > possibleCashFlowTimes() const override
const EvolutionDescription & evolution() const override
Size maxNumberOfCashFlowsPerProductPerStep() const override
Size numberOfProducts() const override
void reset() override
during simulation put product at start of path
cloning proxy to an underlying object
std::size_t Size
size of a container