22#ifndef quantlib_coterminal_to_forward_adapter_hpp
23#define quantlib_coterminal_to_forward_adapter_hpp
29 class EvolutionDescription;
34 const ext::shared_ptr<MarketModel>& coterminalModel);
57 const ext::shared_ptr<MarketModelFactory>& coterminalFactory);
59 Size numberOfFactors)
const override;
69 inline const std::vector<Rate>&
74 inline const std::vector<Spread>&
ext::shared_ptr< MarketModelFactory > coterminalFactory_
ext::shared_ptr< MarketModel > create(const EvolutionDescription &, Size numberOfFactors) const override
const std::vector< Spread > & displacements() const override
const std::vector< Rate > & initialRates() const override
std::vector< Matrix > pseudoRoots_
const Matrix & pseudoRoot(Size i) const override
std::vector< Rate > initialRates_
const EvolutionDescription & evolution() const override
Size numberOfFactors() const override
Size numberOfRates() const override
Size numberOfSteps() const override
ext::shared_ptr< MarketModel > coterminalModel_
Market-model evolution description.
base class for market-model factories
base class for market models
Matrix used in linear algebra.
Object that gets notified when a given observable changes.
std::size_t Size
size of a container