QuantLib: LogNormalFwdRateEulerConstrained Class Reference

### A free/open-source library for quantitative finance

# LogNormalFwdRateEulerConstrained Class Reference

`#include <ql/models/marketmodels/evolvers/lognormalfwdrateeulerconstrained.hpp>`

Inheritance diagram for LogNormalFwdRateEulerConstrained:

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List of all members.

## Detailed Description

euler stepping

## Public Member Functions
| LogNormalFwdRateEulerConstrained (const boost::shared_ptr< MarketModel > &, const BrownianGeneratorFactory &, const std::vector< Size > &numeraires, Size initialStep=0)
MarketModelConstrained interface
virtual void | setConstraintType (const std::vector< Size > &startIndexOfSwapRate, const std::vector< Size > &endIndexOfSwapRate)
| call once
virtual void | setThisConstraint (const std::vector< Rate > &rateConstraints, const std::vector< bool > &isConstraintActive)
| call before each path
MarketModel interface
const std::vector< Size > & | numeraires () const
Real | startNewPath ()
Real | advanceStep ()
Size | currentStep () const
const CurveState & | currentState () const
void | setInitialState (const CurveState &)