- QuantLib
- MultiProductPathwiseWrapper
 
#include <ql/models/marketmodels/products/multistep/multisteppathwisewrapper.hpp>

| Public Member Functions | |
| MultiProductPathwiseWrapper (const MarketModelPathwiseMultiProduct &innerProduct_) | |
| std::vector< Time > | possibleCashFlowTimes () const | 
| Size | numberOfProducts () const | 
| Size | maxNumberOfCashFlowsPerProductPerStep () const | 
| void | reset () | 
| during simulation put product at start of path | |
| bool | nextTimeStep (const CurveState ¤tState, std::vector< Size > &numberCashFlowsThisStep, std::vector< std::vector< CashFlow > > &cashFlowsGenerated) | 
| return value indicates whether path is finished, TRUE means done | |
| std::auto_ptr < MarketModelMultiProduct > | clone () const | 
| returns a newly-allocated copy of itself | |
| std::vector< Size > | suggestedNumeraires () const | 
| const EvolutionDescription & | evolution () const | 
MultiStepPathwiseWrapper Pathwise products do everything that ordinary products do and more. This lets you treat a pathwise product as an ordinary product. So you only have to write the product once.
Tested in MarketModels::testInverseFloater()