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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */

 Copyright (C) 2006 Ferdinando Ametrano

 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it
 under the terms of the QuantLib license.  You should have received a
 copy of the license along with this program; if not, please email
 <quantlib-dev@lists.sf.net>. The license is also available online at

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.

#include <ql/MarketModels/Products/multiproductonestep.hpp>

namespace QuantLib {

            const std::vector<Time>& rateTimes)
    : rateTimes_(rateTimes) {
        std::vector<Time> evolutionTimes(1, rateTimes_[rateTimes_.size()-2]);
        std::vector<std::pair<Size,Size> > relevanceRates(1);
        relevanceRates[0] = std::make_pair(0, rateTimes_.size()-1);

        evolution_ = EvolutionDescription(rateTimes_, evolutionTimes,

    const EvolutionDescription& MultiProductOneStep::evolution() const {
        return evolution_;

    std::vector<Size> MultiProductOneStep::suggestedNumeraires() const {
        // Terminal measure
        return std::vector<Size>(1, rateTimes_.size()-1);


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