- QuantLib
- MultiProductOneStep
Single-step market-model product. More...
#include <ql/models/marketmodels/products/multiproductonestep.hpp>

Public Member Functions | |
| MultiProductOneStep (const std::vector< Time > &rateTimes) | |
MarketModelMultiProduct interface | |
| const EvolutionDescription & | evolution () const |
| std::vector< Size > | suggestedNumeraires () const |
Protected Attributes | |
| std::vector< Time > | rateTimes_ |
| EvolutionDescription | evolution_ |
Single-step market-model product.
This is the abstract base class that encapsulates the notion of a MarketModelMultiProduct which can be evaluated in one step (aka Rebonato's very long jump).