evolutiondescription.hpp File Reference

#include <ql/types.hpp>
#include <vector>

Go to the source code of this file.

Classes
class	EvolutionDescription
	Market-model evolution description. More...

Namespaces
namespace	QuantLib

Functions
void	checkCompatibility (const EvolutionDescription &evolution, const std::vector< Size > &numeraires)
bool	isInTerminalMeasure (const EvolutionDescription &evolution, const std::vector< Size > &numeraires)
bool	isInMoneyMarketPlusMeasure (const EvolutionDescription &evolution, const std::vector< Size > &numeraires, Size offset)
bool	isInMoneyMarketMeasure (const EvolutionDescription &evolution, const std::vector< Size > &numeraires)
std::vector< Size >	terminalMeasure (const EvolutionDescription &evolution)
	Terminal measure: the last bond is used as numeraire. More...
std::vector< Size >	moneyMarketPlusMeasure (const EvolutionDescription &ev, Size offset)
std::vector< Size >	moneyMarketMeasure (const EvolutionDescription &evol)