20#include <ql/errors.hpp>
21#include <ql/models/marketmodels/products/multiproductonestep.hpp>
28 : rateTimes_(
std::move(rateTimes)) {
30 "Rate times must contain at least two values");
32 std::vector<std::pair<Size,Size> > relevanceRates(1);
34 std::make_pair<Size,Size>(0,
rateTimes_.size()-1);
46 return std::vector<Size>(1,
rateTimes_.size()-1);
Market-model evolution description.
std::vector< Size > suggestedNumeraires() const override
MultiProductOneStep(std::vector< Time > rateTimes)
std::vector< Time > rateTimes_
const EvolutionDescription & evolution() const override
EvolutionDescription evolution_