MultiProductPathwiseWrapper Class Reference

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

Inheritance diagram for MultiProductPathwiseWrapper:

List of all members.

Public Member Functions

 MultiProductPathwiseWrapper (const MarketModelPathwiseMultiProduct &innerProduct_)
std::vector< TimepossibleCashFlowTimes () const
Size numberOfProducts () const
Size maxNumberOfCashFlowsPerProductPerStep () const
void reset ()
 during simulation put product at start of path
bool nextTimeStep (const CurveState &currentState, 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< SizesuggestedNumeraires () const
const EvolutionDescriptionevolution () const

Detailed Description

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()