20#include <ql/errors.hpp>
21#include <ql/models/marketmodels/products/multiproductmultistep.hpp>
27 : rateTimes_(
std::move(rateTimes)) {
29 "Rate times must contain at least two values");
31 std::vector<Time> evolutionTimes(n);
32 std::vector<std::pair<Size,Size> > relevanceRates(n);
33 for (
Size i=0; i<n; ++i) {
35 relevanceRates[i] = std::make_pair(i, i+1);
49 std::vector<Size> numeraires(n);
51 for (
Size i=0; i<n; ++i)
Market-model evolution description.
std::vector< Size > suggestedNumeraires() const override
MultiProductMultiStep(std::vector< Time > rateTimes)
std::vector< Time > rateTimes_
const EvolutionDescription & evolution() const override
EvolutionDescription evolution_
std::size_t Size
size of a container