- QuantLib
- MarketModelPathwiseSwap
 
#include <ql/models/marketmodels/products/pathwise/pathwiseproductswap.hpp>

| Public Member Functions | |
| MarketModelPathwiseSwap (const std::vector< Time > &rateTimes, const std::vector< Time > &accruals, const std::vector< Rate > &strikes, Real multiplier=1.0) | |
| virtual std::vector< Size > | suggestedNumeraires () const | 
| virtual const EvolutionDescription & | evolution () const | 
| virtual std::vector< Time > | possibleCashFlowTimes () const | 
| virtual Size | numberOfProducts () const | 
| virtual Size | maxNumberOfCashFlowsPerProductPerStep () const | 
| virtual bool | alreadyDeflated () const | 
| virtual void | reset () | 
| during simulation put product at start of path | |
| virtual bool | nextTimeStep (const CurveState ¤tState, std::vector< Size > &numberCashFlowsThisStep, std::vector< std::vector< MarketModelPathwiseMultiProduct::CashFlow > > &cashFlowsGenerated) | 
| return value indicates whether path is finished, TRUE means done | |
| virtual std::auto_ptr < MarketModelPathwiseMultiProduct > | clone () const | 
| returns a newly-allocated copy of itself | |