21#ifndef quantlib_swap_forward_basis_system_hpp
22#define quantlib_swap_forward_basis_system_hpp
33 const std::vector<Time>& exerciseTimes);
39 void reset()
override;
44 std::unique_ptr<MarketModelBasisSystem>
clone()
const override;
Curve state for market-model simulations
Market-model evolution description.
void values(const CurveState &, std::vector< Real > &results) const override
std::vector< Size > rateIndex_
Size numberOfExercises() const override
void nextStep(const CurveState &) override
std::vector< Size > numberOfFunctions() const override
std::valarray< bool > isExerciseTime() const override
std::vector< Time > rateTimes_
const EvolutionDescription & evolution() const override
std::vector< Time > exerciseTimes_
EvolutionDescription evolution_
std::unique_ptr< MarketModelBasisSystem > clone() const override
std::size_t Size
size of a container