21#ifndef quantlib_constrained_evolver_hpp
22#define quantlib_constrained_evolver_hpp
44 const std::vector<Size>& startIndexOfSwapRate,
45 const std::vector<Size>& EndIndexOfSwapRate) = 0;
48 const std::vector<Rate>& rateConstraints,
49 const std::valarray<bool>& isConstraintActive) = 0;
Constrained market-model evolver.
~ConstrainedEvolver() override=default
virtual void setThisConstraint(const std::vector< Rate > &rateConstraints, const std::valarray< bool > &isConstraintActive)=0
call before each path
virtual void setConstraintType(const std::vector< Size > &startIndexOfSwapRate, const std::vector< Size > &EndIndexOfSwapRate)=0
call once