21#ifndef quantlib_multistep_nothing_hpp
22#define quantlib_multistep_nothing_hpp
38 void reset()
override;
41 std::vector<std::vector<CashFlow> >&)
override;
42 std::unique_ptr<MarketModelMultiProduct>
clone()
const override;
52 inline std::vector<Time>
54 return std::vector<Time>();
Curve state for market-model simulations
Market-model evolution description.
Multiple-step market-model product.
const EvolutionDescription & evolution() const override
std::unique_ptr< MarketModelMultiProduct > clone() const override
returns a newly-allocated copy of itself
bool nextTimeStep(const CurveState &, std::vector< Size > &, std::vector< std::vector< CashFlow > > &) override
return value indicates whether path is finished, TRUE means done
std::vector< Time > possibleCashFlowTimes() const override
Size maxNumberOfCashFlowsPerProductPerStep() const override
Size numberOfProducts() const override
void reset() override
during simulation put product at start of path
std::size_t Size
size of a container