20#ifndef quantlib_swap_rate_trigger_hpp
21#define quantlib_swap_rate_trigger_hpp
32 std::vector<Rate> swapTriggers,
36 void reset()
override;
39 std::unique_ptr<ExerciseStrategy<CurveState> >
clone()
const override;
Curve state for market-model simulations
std::vector< Size > rateIndex_
std::vector< Rate > swapTriggers_
std::vector< Time > relevantTimes() const override
std::vector< Time > rateTimes_
bool exercise(const CurveState ¤tState) const override
std::vector< Time > exerciseTimes_
std::unique_ptr< ExerciseStrategy< CurveState > > clone() const override
void nextStep(const CurveState ¤tState) override
std::vector< Time > exerciseTimes() const override
std::size_t Size
size of a container