25 Size numberOfProducts,
28 numberOfProducts_(numberOfProducts), doneIndex_(doneIndex) {}
32 std::vector<Size>& numberCashFlowsThisStep,
33 std::vector<std::vector<MarketModelMultiProduct::CashFlow> >&) {
34 std::fill(numberCashFlowsThisStep.begin(),
35 numberCashFlowsThisStep.end(),
41 std::unique_ptr<MarketModelMultiProduct>
43 return std::unique_ptr<MarketModelMultiProduct>(
new MultiStepNothing(*
this));
Curve state for market-model simulations
Market-model evolution description.
Multiple-step market-model product.
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
MultiStepNothing(const EvolutionDescription &evolution, Size numberOfProducts=1, Size doneIndex=0)
std::size_t Size
size of a container